Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
QR algorithm
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
== Other variants == One variant of the ''QR algorithm'', ''the Golub-Kahan-Reinsch'' algorithm starts with reducing a general matrix into a bidiagonal one.<ref>Bochkanov Sergey Anatolyevich. ALGLIB User Guide - General Matrix operations - Singular value decomposition . ALGLIB Project. 2010-12-11. URL:[http://www.alglib.net/matrixops/general/svd.php] Accessed: 2010-12-11. (Archived by WebCite at https://www.webcitation.org/5utO4iSnR?url=http://www.alglib.net/matrixops/general/svd.php</ref> This variant of the ''QR algorithm'' for the computation of [[singular values]] was first described by {{harvtxt|Golub|Kahan|1965}}. The [[LAPACK]] subroutine [http://www.netlib.org/lapack/double/dbdsqr.f DBDSQR] implements this [[iterative method]], with some modifications to cover the case where the singular values are very small {{harv|Demmel|Kahan|1990}}. Together with a first step using Householder reflections and, if appropriate, [[QR decomposition]], this forms the [http://www.netlib.org/lapack/double/dgesvd.f DGESVD] routine for the computation of the [[singular value decomposition]]. The QR algorithm can also be implemented in infinite dimensions with corresponding convergence results.<ref>{{cite journal |first1=Percy |last1=Deift |first2=Luenchau C. |last2=Li |first3=Carlos |last3=Tomei|title=Toda flows with infinitely many variables |journal=Journal of Functional Analysis |volume=64 | number=3| pages=358β402 |year=1985 |doi=10.1016/0022-1236(85)90065-5|doi-access=free }}</ref><ref>{{cite journal |first1=Matthew J. |last1=Colbrook |first2=Anders C.|last2=Hansen|title=On the infinite-dimensional QR algorithm |journal=Numerische Mathematik |volume=143 | number=1| pages=17β83 |year=2019 |doi=10.1007/s00211-019-01047-5|arxiv=2011.08172|doi-access=free }}</ref>
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)