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 theoremfull matrixinverse iterationLR and Cholesky algorithmpower methodQR algorithmreduction to Hessenberg formrefinementssimultaneous iteration

Mathematics Subject Classification ID

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

Cited in

(29)

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

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