The QR Algorithm Revisited

• Autores: David S. Watkins
• Localización: SIAM Review, ISSN 0036-1445, Vol. 50, Nº. 1, 2008, págs. 133-145
• Idioma: inglés
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• Resumen

  • The $QR$ algorithm is still one of the most important methods for computing eigenvalues and eigenvectors of matrices. Most discussions of the $QR$ algorithm begin with a very basic version and move by steps toward the versions of the algorithm that are actually used. This paper outlines a pedagogical path that leads directly to the implicit multishift $QR$ algorithms that are used in practice, bypassing the basic $QR$ algorithm completely.