Understanding the QR Algorithm

DOI10.1137/1024100MaRDI QIDQ3038502zbMATH OpenOpenAlexFDO

Authors David S. Watkins

Publication date 1982

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1024100

zbMATH Keywords

duality theoreminverse iterationpower methodrefinementsQR algorithmfull matrixsimultaneous iterationreduction to Hessenberg formLR and Cholesky algorithm

Mathematics Subject Classification ID

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

Cited in

(29)

• Convergence of algorithms of decomposition type for the eigenvalue problem
• On matrix differential equations and abstract FG algorithm
• The continuous-time Rayleigh quotient flow on the sphere
• The geometry of matrix eigenvalue methods
• Acoustic propagation in a refracting ocean waveguide with an irregular interface
• Markov chains with memory, tensor formulation, and the dynamics of power iteration
• Rational QR-iteration without inversion
• Two connections between the \(SR\) and \(HR\) eigenvalue algorithms
• Methods for obtaining robust tracking control laws
• \(QR\)-like algorithms for eigenvalue problems
• scientific article; zbMATH DE number 7012553 (Why is no real title available?)
• The projective power method for the algebraic eigenvalue problem
• Numerical solution of linear eigenvalue problems
• Asymptotic analysis of Toda lattice on diagonalizable matrices
• Computing the Square Root of a Low-Rank Perturbation of the Scaled Identity Matrix
• Two-sided Grassmann-Rayleigh quotient iteration
• A quaternion QR-algorithm
• The Generalized Toda Flow, the QR Algorithm and the Center Manifold Theory
• A note on the exact simulation of a random eigenvalue of a \textsc{gue} matrix
• A quadratically convergent QR-like method without shifts for the Hermitian eigenvalue problem
• The dynamical functional particle method for multi-term linear matrix equations
• A computationally attractive system model using a novel one-sided transformation
• Generalized gentlest ascent dynamics methods for high-index saddle points
• Restructuring the tridiagonal and bidiagonal QR algorithms for performance
• Global convergence of Hessenberg shifted QR. I: Exact arithmetic
• A block QR algorithm for partitioning stiff differential systems
• Some recent advances in validated methods for IVPs for ODEs
• QR Algorithm
• Self-similar flows

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