The QR Algorithm Revisited

نویسنده

  • David S. Watkins
چکیده

The QR algorithm is still one of the most important methods for computing eigenvalues and eigenvectors of matrices. Most discussions of the QR algorithm begin with a very basic version and move by steps toward the versions of the algorithm that are actually used. This paper outlines a pedagogical path that leads directly to the implicit multishift QR algorithms that are used in practice, bypassing the basic QR algorithm completely.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Sweep Line Algorithm for Convex Hull Revisited

Convex hull of some given points is the intersection of all convex sets containing them. It is used as primary structure in many other problems in computational geometry and other areas like image processing, model identification, geographical data systems, and triangular computation of a set of points and so on. Computing the convex hull of a set of point is one of the most fundamental and imp...

متن کامل

QUICKSELECT Revisited

We give an overview of the running time analysis of the random divide-and-conquer algorithm FIND or QUICKSELECT. The results concern moments, distribution of FIND’s running time, the limiting distribution, a stochastic bound and the key: a stochastic fixed point equation.

متن کامل

The QR Decomposition and the Singular Value Decomposition in the Symmetrized Max-Plus Algebra Revisited

This paper is an updated and extended version of the paper “The QR decomposition and the singular value decomposition in the symmetrized max-plus algebra” (by B. De Schutter and B. De Moor, SIAM Journal on Matrix Analysis and Applications, vol. 19, no. 2, pp. 378–406, April 1998). The max-plus algebra, which has maximization and addition as its basic operations, can be used to describe and anal...

متن کامل

Understanding the Qr Algorithm, Part Ii

The QR algorithm is still one of the most important methods for computing eigenvalues and eigenvectors of matrices. Most discussions of the QR algorithm begin with a very basic version and move by steps toward the versions of the algorithm that are actually used. This paper outlines a pedagogical path that leads directly to the implicit multishift QR algorithms that are used in practice, bypass...

متن کامل

The Periodic QR Algorithm is a Disguised QR Algorithm

Abstract The periodic QR algorithm is a strongly backward stable method for computing the eigenvalues of products of matrices, or equivalently for computing the eigenvalues of block cyclic matrices. The main purpose of this paper is to show that this algorithm is numerically equivalent to the standard QR algorithm. It will be demonstrated how this connection may be used to develop a better unde...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • SIAM Review

دوره 50  شماره 

صفحات  -

تاریخ انتشار 2008