My Math Forum  

Go Back   My Math Forum > College Math Forum > Linear Algebra

Linear Algebra Linear Algebra Math Forum


Reply
 
LinkBack Thread Tools Display Modes
January 31st, 2012, 05:39 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
atee is offline  
 
February 11th, 2012, 03:01 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?
TomF is offline  
Reply

  My Math Forum > College Math Forum > Linear Algebra

Tags
eigen, factorization, values



Search tags for this page
Click on a term to search for related topics.
Thread Tools
Display Modes


Similar Threads
Thread Thread Starter Forum Replies Last Post
Eigen values for nxn matrix didierB Abstract Algebra 2 January 13th, 2013 04:29 PM
Calculating Eigen Values error Singularity Linear Algebra 2 April 18th, 2010 01:49 PM
Eigen value of block Matrix kapil1089theking Linear Algebra 2 September 26th, 2009 04:02 AM
What is right eigen vector? hardinalz Linear Algebra 3 May 6th, 2009 06:36 PM
moving in the direction of eigen vector mato Linear Algebra 0 December 5th, 2007 03:05 PM





Copyright © 2018 My Math Forum. All rights reserved.