svishal03
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I'm attempting to write a code for computing the Eigen values of a real symmetric matrix and I'm using the QR algorithm.I'm referring wiki,Numerical Recipees book and other web serach articles.
This is a part of the self-study course I'm doing in Linear Algebra to upgrde my skills.
My aim is not only getting the algorithm but also understanding Linear algebra and this site is a great help.
As I conclude, following algorithm is being planned by me for implemantation:
1. First and foremost carry out Householder transformation to obtain a tridiagonal matrix from (n-2) householder iterations where n is the size of the square symmetric matrix.
2. During each of the above n-2 iterations, we have Q1,Q2,Q3…..Q(n-2) Householdr matrices
3. We can now obtain Q and R (of QR factorization) where Q is an orthogonal matrix and R is an upper triangular matrix
4. R = Qn-2* Qn-1*……….*Q2*Q1
5. Q = Q1*Q2*………*Qn-2
6. Thus we decompose the original matrix A into A = QR
Am I right above?
I'm not very clear how to get Eigen values following this.Can anyone site a good refernce?
Vishal
This is a part of the self-study course I'm doing in Linear Algebra to upgrde my skills.
My aim is not only getting the algorithm but also understanding Linear algebra and this site is a great help.
As I conclude, following algorithm is being planned by me for implemantation:
1. First and foremost carry out Householder transformation to obtain a tridiagonal matrix from (n-2) householder iterations where n is the size of the square symmetric matrix.
2. During each of the above n-2 iterations, we have Q1,Q2,Q3…..Q(n-2) Householdr matrices
3. We can now obtain Q and R (of QR factorization) where Q is an orthogonal matrix and R is an upper triangular matrix
4. R = Qn-2* Qn-1*……….*Q2*Q1
5. Q = Q1*Q2*………*Qn-2
6. Thus we decompose the original matrix A into A = QR
Am I right above?
I'm not very clear how to get Eigen values following this.Can anyone site a good refernce?
Vishal