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Understanding The QR Algorithm

The document discusses the QR algorithm which is an iterative numerical method for finding eigenvalues and eigenvectors of a matrix. It starts with decomposing a matrix into an orthogonal and upper triangular matrix. It then iteratively applies this decomposition until the matrix converges to the eigenvalues. The algorithm finds applications in fields like signal processing and quantum mechanics, though it can be computationally expensive for large matrices.

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0% found this document useful (0 votes)
9 views10 pages

Understanding The QR Algorithm

The document discusses the QR algorithm which is an iterative numerical method for finding eigenvalues and eigenvectors of a matrix. It starts with decomposing a matrix into an orthogonal and upper triangular matrix. It then iteratively applies this decomposition until the matrix converges to the eigenvalues. The algorithm finds applications in fields like signal processing and quantum mechanics, though it can be computationally expensive for large matrices.

Uploaded by

TEKASHi K90
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Understanding the QR

Algorithm
An Introduction to QR Algorithm and its Applications
Overview of QR Algorithm
• The QR algorithm is an iterative numerical method used for finding
eigenvalues and eigenvectors of a matrix.
QR Factorization
• The QR algorithm starts with decomposing a matrix A into the
product of an orthogonal matrix Q and an upper triangular matrix R,
such that A = QR.
Iterative Process
• The algorithm iteratively applies QR factorization to transform the
original matrix A into an upper triangular matrix, which eventually
converges to the eigenvalues of A.
Eigenvalue Computation
• Once the upper triangular matrix is obtained, eigenvalues can be read
off from its diagonal elements.
Convergence Criteria
• The QR algorithm converges when the off-diagonal elements of the
upper triangular matrix become sufficiently small.
Applications
• The QR algorithm finds applications in various fields, including signal
processing, control theory, and quantum mechanics.
Limitations
• QR algorithm may be computationally expensive for large matrices.
Other methods like the power iteration method might be more
efficient in certain cases.
Example
• Let's consider an example to demonstrate how the QR algorithm
works in practice.
Thank You!
• Any Questions?

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