Understanding The QR Algorithm
Understanding The QR Algorithm
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?