The QR-algorithm and generalized Toda flows (Q913350)
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English | The QR-algorithm and generalized Toda flows |
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The QR-algorithm and generalized Toda flows (English)
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1989
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The classical QR-algorithm is formulated as follows: the arbitrary matrix from GL(n,C) should be transformed by a unitary transformation to the upper-diagonal form. In the work an abstract group-theoretical QR- algorithm is analyzed for an arbitrary Lie group G. The generalized Toda flow is determined by solutions of a particular non- stationary dynamical system on a Lie algebra L of the group G. The close connection between generalized Toda flows and abstract QR-algorithms was discovered by Symes. In the work the asymptotical behaviour of the Toda flow corresponding to the classical QR-algorithm is investigated in detail. The phase portraits are described for this class of dynamical systems. Asymptotically the underdiagonal matrix elements are vanishing. This allows to determine the spectra of different classes of matrices by numerical integration of Toda flows. It is shown that the phase portraits of Toda flows corresponding to normal matrices are structurally stable.
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phase portrait
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unitary transformation
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upper-diagonal form
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Toda flow
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asymptotical behaviour
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