My Math Forum QR factorization- Eigen values

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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 self-study 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 (n-2) householder iterations where n is the size of the square symmetric matrix. 2. During each of the above n-2 iterations, we have Q1,Q2,Q3…..Q(n-2) 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 = Qn-2* Qn-1*……….*Q2*Q1 5. Q = Q1*Q2*………*Qn-2 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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