A widely used method for estimating eigenvalues of a general matrix A is the QR algorithm. Under
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A widely used method for estimating eigenvalues of a general matrix A is the QR algorithm. Under suitable conditions, this algorithm produces a sequence of matrices, all similar to A, that become almost upper triangular, with diagonal entries that approach the eigenvalues of A. The main idea is to factor A (or another matrix similar to A) in the form A = Q1R1, where QTI = QI-1 and R1 is upper triangular. The factors are interchanged to form A1 = R1Q1, which is again factored as A1 = Q2R2; then to form A2 = R2Q2, and so on.
Show that if A = QR with Q invertible, then A is similar to A1 = RQ.
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Related Book For
Linear Algebra And Its Applications
ISBN: 9781292351216
6th Global Edition
Authors: David Lay, Steven Lay, Judi McDonald
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