QR algorithm (implicit) for dense eigenvalue decomposition

MaRDI QIDQ6825937FDO

Reduces A to Hessenberg or tridiagonal form and applies implicit QR iterations until convergence to (quasi-)triangular Schur form. The standard dense eigenvalue method for small/medium matrices.

Described by source

• The Finite Element Method for Elliptic Problems
• The QR Transformation A Unitary Analogue to the LR Transformation--Part 1
• The QR Transformation--Part 2

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