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)

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zbMATH Keywords

Cholesky factorizationQR algorithmtriangular factorizationLR algorithm

Mathematics Subject Classification ID

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

Cited In (5)

• The result of two steps of the \(LR\) algorithm is diagonally similar to the result of one step of the \(HR\) algorithm
• Algorithms for the Geronimus transformation for orthogonal polynomials on the unit circle
• 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 LR Cholesky algorithm for symmetric hierarchical matrices

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