THE QR ALGORITHM APPLIED TO HESSENBERG MATRICES.
TEXAS UNIV AUSTIN COMPUTATION CENTER
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The report presents a detailed discussion of the QR algorithm for finding all the eigenvalues of an arbitrary real or complex matrix. It contains a complete mathematical analysis, including several convergence proofs, and also a detailed description of the algorithm as it would be used on a high-speed computer to find the eigenvalues of a real matrix. Author
- Theoretical Mathematics