The QR Algorithm

GPTKB entity

Statements (31)
Predicate Object
gptkbp:instanceOf Numerical algorithm
gptkbp:appliesTo Complex matrices
Real matrices
gptkbp:category Eigenvalue algorithms
Matrix algorithms
gptkbp:citation Kublanovskaya, V. N. (1961). On some algorithms for the solution of the complete eigenvalue problem.
Francis, J. G. F. (1961). The QR Transformation, Part I & II.
gptkbp:complexity O(n^3) per iteration
gptkbp:convergesTo Schur form
gptkbp:field gptkb:Numerical_linear_algebra
https://www.w3.org/2000/01/rdf-schema#label The QR Algorithm
gptkbp:implementedIn gptkb:MATLAB
gptkb:NumPy
gptkb:LAPACK
gptkbp:improves Hessenberg form reduction
Implicitly shifted QR algorithm
gptkbp:input Square matrix
gptkbp:introduced gptkb:John_G.F._Francis
gptkb:Vera_N._Kublanovskaya
gptkbp:introducedIn 1961
gptkbp:output Eigenvalues
Eigenvectors
gptkbp:relatedTo gptkb:Schur_decomposition
QR decomposition
Power iteration
gptkbp:step QR decomposition
Matrix multiplication
gptkbp:usedFor Computing eigenvalues
Computing eigenvectors
gptkbp:bfsParent gptkb:Top_Ten_Algorithms_of_the_20th_Century_(SIAM)
gptkbp:bfsLayer 8