Can any matrix $X \in \mathbb R^{n \times n}$ be decomposed into a tridiagonal matrix, i.e.,
$$X = P^{-1}DP$$
where $P \in \mbox{SO}(n)$ and $D$ is tridiagonal?
Can any matrix $X \in \mathbb R^{n \times n}$ be decomposed into a tridiagonal matrix, i.e.,
$$X = P^{-1}DP$$
where $P \in \mbox{SO}(n)$ and $D$ is tridiagonal?
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B. Sturmfels has proved the following result in the complex case:
A proof, due to J.L. Noakes, was given in W.E. Longstaff, On Tridiagonalization of Matrices, Linear and Its Applications, 109:153-163, 1988. Apparently, the dimension argument employed in this proof can be extended to the real case (and the answer then is negative when $n\ge5$).