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Abstract

Given a dense unstructured matrixA of several hundred (thousand) order with all the eigenvalues (eigenvectors) wanted, a vehicle of choice is definitely theQR algorithm. Since the early 60s, it is used due to V. N. Kublanovskaya (Russia) and J. G. F. Francis (England). We begin with theQR iterations in the orthodox form:

$$A_0 = A \in \mathbb{C}^{n \times n} (a given matrix);$$

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Authors and Affiliations

  1. Institute of Numerical Mathematics, Russian Academy of Sciences, Leninski Prospekt 32A, 117 334, Moscow, Russia

    Eugene E. Tyrtyshnikov

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  1. Eugene E. Tyrtyshnikov

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© 1997 Springer Science+Business Media New York

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Tyrtyshnikov, E.E. (1997). Lecture 10. In: A Brief Introduction to Numerical Analysis. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-0-8176-8136-4_10

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