How to use QR decomposition to find eigenvalues?

In summary, QR decomposition of a matrix can be used to find its eigenvalues through an iterative process. The factorization of the matrix into an orthogonal matrix and an upper triangular matrix can be used to calculate the eigenvalues. However, the values returned may be approximations of the true eigenvalues. More information on this topic can be found through a Google search or in resources such as the link provided.
  • #1
Hercuflea
596
49

Homework Statement


I need to understand how I would go about using QR decomposition of a matrix to find the matrix's eigenvalues. I know how to find the factorization, just stuck on how I would use that factorization to find the eigenvalues.


Homework Equations



A=QR where Q is an orthogonal matrix such that Qtranspose = Qinverse

The Attempt at a Solution



det(λ*I - QR) = 0? this doesn't really help.
 
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  • #2
If you do a google search, you will find a number of different hits on this topic.

Here is one such hit: http://www.mcs.csueastbay.edu/~malek/TeX/Qr.pdf

The use of QR for finding eigenvalues is iterative, however. The values returned are approximations of the true eigenvalues.
 

1. What is QR decomposition and how does it help find eigenvalues?

QR decomposition is a numerical method used to decompose a matrix into an orthogonal matrix (Q) and an upper triangular matrix (R). This decomposition can be used to solve a variety of problems, including finding eigenvalues of a matrix. By decomposing a matrix into its QR form, the eigenvalues can be easily calculated from the diagonal entries of the upper triangular matrix.

2. How do you perform QR decomposition to find eigenvalues?

To use QR decomposition to find eigenvalues, first decompose the matrix into its QR form using a numerical algorithm such as Gram-Schmidt or Householder. Then, use the diagonal entries of the upper triangular matrix to determine the eigenvalues. These diagonal entries will be the same as the eigenvalues of the original matrix.

3. Can QR decomposition be used for non-square matrices?

No, QR decomposition can only be performed on square matrices. This is because the decomposition requires the matrix to be multiplied by its transpose, which can only be done for square matrices.

4. Are there any limitations to using QR decomposition to find eigenvalues?

One limitation of using QR decomposition to find eigenvalues is that it may not always be the most efficient method. In some cases, other numerical methods such as power iteration or Jacobi method may be faster and more accurate. Additionally, QR decomposition may not work for matrices with complex eigenvalues.

5. How accurate are the eigenvalues found through QR decomposition?

The accuracy of the eigenvalues found through QR decomposition depends on the accuracy of the decomposition itself. If the decomposition is performed accurately, the eigenvalues will also be accurate. However, if there are errors in the decomposition, the eigenvalues will also be affected.

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