Help


from Wikipedia
« »  
The QR algorithm can be seen as a more sophisticated variation of the basic " power " eigenvalue algorithm.
Recall that the power algorithm repeatedly multiplies A times a single vector, normalizing after each iteration.
The vector converges to an eigenvector of the largest eigenvalue.
Instead, the QR algorithm works with a complete basis of vectors, using QR decomposition to renormalize ( and orthogonalize ).
For a symmetric matrix A, upon convergence, AQ = QΛ, where Λ is the diagonal matrix of eigenvalues to which A converged, and where Q is a composite of all the orthogonal similarity transforms required to get there.
Thus the columns of Q are the eigenvectors.

1.846 seconds.