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January 31st, 2012, 06:39 PM  #1 
Newbie Joined: Jan 2012 Posts: 2 Thanks: 0  QR factorization Eigen values
QR factorization Eigen values  I'm attempting to write a code for computing the Eigen values of a real symmetric matrix and I'm using the QR algorithm.I'm referring wiki,Numerical Recipees book and other web serach articles. This is a part of the selfstudy course I'm doing in Linear Algebra to upgrde my skills. My aim is not only getting the algorithm but also understanding Linear algebra and this site is a great help. As I conclude, following algorithm is being planned by me for implemantation: 1. First and foremost carry out Householder transformation to obtain a tridiagonal matrix from (n2) householder iterations where n is the size of the square symmetric matrix. 2. During each of the above n2 iterations, we have Q1,Q2,Q3…..Q(n2) Householdr matrices 3. We can now obtain Q and R (of QR factorization) where Q is an orthogonal matrix and R is an upper triangular matrix 4. R = Qn2* Qn1*……….*Q2*Q1 5. Q = Q1*Q2*………*Qn2 6. Thus we decompose the original matrix A into A = QR Am I right above? I'm not very clear how to get Eigen values following this.Can anyone site a good refernce? Vishal 
February 11th, 2012, 04:01 PM  #2 
Newbie Joined: Jan 2008 Posts: 22 Thanks: 0  Re: QR factorization Eigen values
"atee", did you ever solve your problem/complete your assignment?


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