An Asymptotic Behavior of Qr Decomposition
نویسنده
چکیده
The m-th root of the diagonal of the upper triangular matrix Rm in the QR decomposition of AXB = QmRm converges and the limit is given by the moduli of the eigenvalues of X with some ordering, where A,B,X ∈ Cn×n are nonsingular. The asymptotic behavior of the strictly upper triangular part of Rm is discussed. Some computational experiments are discussed.
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