12
QR Decomposition Method
QR decomposition is the most effective method discovered so far for solving the algebraic eigenvalue problem. In this chapter, we study the meaning and methods of the decomposition, and also its use in the eigenvalue problem. In one section, we also try to scale some of the theoretical ‘how and why’ of the method. Finally, we make a foray into the sophisticated strategy of shift, with special emphasis on the important case of symmetric tridiagonal matrices.
QR Decomposition
In the two previous chapters, we have studied methods of the eigenvalue problem based on rotation and reflection transformations. The third kind of methods for finding out appropriate similarity transformations are based on matrix decomposition. ...
Get Applied Mathematical Methods now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
