The Relation Between the QR and LR Algorithms

DOI10.1137/S0895479896299937zbMATH Open0916.65033MaRDI QIDQ4389092FDOQ4389092

Authors Hongguo Xu

Publication date 11 May 1998

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Cholesky factorizationQR algorithmtriangular factorizationLR algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited in

(5)

• A real triple dqds algorithm for the nonsymmetric tridiagonal eigenvalue problem
• Diagonalization of complex symmetric matrices: generalized Householder reflections, iterative deflation and implicit shifts
• The result of two steps of the \(LR\) algorithm is diagonally similar to the result of one step of the \(HR\) algorithm
• The LR Cholesky algorithm for symmetric hierarchical matrices
• Algorithms for the Geronimus transformation for orthogonal polynomials on the unit circle

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