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QR-Iteration |
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z | overview |
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As
,
the off-diagonal entry
converges to zero and,
as a consequence,
approaches an eigenvalue
of
. Moreover, for symmetric
the convergence is locally cubic.
If the iteration has converged, i. e., if the last off-diagonal
entry of is zero within tolerance, the process is applied
to the submatrix
.
Thus, eventually, all eigenvalues are computed.
Examples:
automatically generated 4/24/2007 |