On the \(QR\) iterations of real matrices (Q2568366)
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scientific article; zbMATH DE number 2213088
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| English | On the \(QR\) iterations of real matrices |
scientific article; zbMATH DE number 2213088 |
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On the \(QR\) iterations of real matrices (English)
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10 October 2005
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The authors question a comment by D. Serre on the convergence rate of the \(QR\) method in the case when eigenvalues have equal moduli. This occurs for example when \(A\) is a real matrix with complex eigenvalues. They show that Serre's assertion may not be true for real matrices that do not have a block LU decomposition but remains true in the complex case. Various numerical experiments can be found at the end.
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\(QR\) iterations, eigenvalues
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LU decomposition
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convergence
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numerical experiment
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0.7452002763748169
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0.7371692657470703
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0.73238605260849
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0.7323857545852661
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