
The Q R algorithm with shifts of origin may be used to determine the eigenvalues of a band symmetric matrix A. The algorithm is described by the relations $$\matrix{ {{A_s} - {k_s}I = {Q_s}{R_s},} & {{R_s}{Q_s} = {A_{s + 1}}} & {(s = 1,2, \ldots )} \cr } $$ (1) where the Q s are orthogonal and the R s are upper triangular. It has been described in some detail by Wilkinson [5, pp. 557–561]. An essential feature is that all the A s remain of band symmetric form and R s is also a band matrix, so that when the width of the band is small compared with the order of the A s , the volume of computation in each step is quite modest. If the shifts ks are appropriately chosen the off-diagonal elements in the last row and column tend rapidly to zero, thereby giving an eigenvalue.
Numerical computation of eigenvalues and eigenvectors of matrices, Complexity and performance of numerical algorithms, Other matrix algorithms
Numerical computation of eigenvalues and eigenvectors of matrices, Complexity and performance of numerical algorithms, Other matrix algorithms
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