\(QR\)-like algorithms for eigenvalue problems (Q1591175)
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scientific article; zbMATH DE number 1546540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(QR\)-like algorithms for eigenvalue problems |
scientific article; zbMATH DE number 1546540 |
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\(QR\)-like algorithms for eigenvalue problems (English)
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10 February 2002
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This is an excellent summary of \(GR\) algorithms, including particularly the \(QR\) algorithm, for solving matrix eigenvalue problems. Let \(A\) be an \(n\times n\) matrix, \(GR\) algorithms start with a matrix \(A_0\) similar to \(A\) and generate a sequence (\(A_m\)) of similar matrices, which converge to a block upper triangular matrix \(\left[\begin{smallmatrix} A_{11} &A_{12}\\ 0 & A_{22}\end{smallmatrix} \right]\) and transform the problem into smaller eigenvalue problems. The history, present and future of \(GR\) algorithms, their implementation and relationships to \(QR\), \(LR\) methods, shift strategies and bulge-chasing procedures are nicely discussed.
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eigenvalue problems
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\(QR\) algorithm
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convergence
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reduction of dimension
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research survey
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\(GR\) algorithm
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shift strategies
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bulge-chasing procedures
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0.96257627
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0.9615557
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0.9142742
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0.9079398
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