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QR algorithm
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=== Finding eigenvalues versus finding eigenvectors === [[File:Qr lr eigenvalue clash.gif|thumb|Figure 2: How the output of a single iteration of QR or LR are affected when two eigenvalues approach each other]] It's worth pointing out that finding even a single eigenvector of a symmetric matrix is not computable (in exact real arithmetic according to the definitions in [[computable analysis]]).<ref>{{Cite web|title=linear algebra - Why is uncomputability of the spectral decomposition not a problem?|url=https://mathoverflow.net/questions/369930/why-is-uncomputability-of-the-spectral-decomposition-not-a-problem|access-date=2021-08-09|website=MathOverflow}}</ref> This difficulty exists whenever the multiplicities of a matrix's eigenvalues are not knowable. On the other hand, the same problem does not exist for finding eigenvalues. The eigenvalues of a matrix are always computable. We will now discuss how these difficulties manifest in the basic QR algorithm. This is illustrated in Figure 2. Recall that the ellipses represent positive-definite symmetric matrices. As the two eigenvalues of the input matrix approach each other, the input ellipse changes into a circle. A circle corresponds to a multiple of the identity matrix. A near-circle corresponds to a near-multiple of the identity matrix whose eigenvalues are nearly equal to the diagonal entries of the matrix. Therefore, the problem of approximately finding the eigenvalues is shown to be easy in that case. But notice what happens to the semi-axes of the ellipses. An iteration of QR (or LR) tilts the semi-axes less and less as the input ellipse gets closer to being a circle. The eigenvectors can only be known when the semi-axes are parallel to the x-axis and y-axis. The number of iterations needed to achieve near-parallelism increases without bound as the input ellipse becomes more circular. While it may be impossible to compute the [[Eigendecomposition of a matrix|eigendecomposition]] of an arbitrary symmetric matrix, it is always possible to perturb the matrix by an arbitrarily small amount and compute the eigendecomposition of the resulting matrix. In the case when the matrix is depicted as a near-circle, the matrix can be replaced with one whose depiction is a perfect circle. In that case, the matrix is a multiple of the identity matrix, and its eigendecomposition is immediate. Be aware though that the resulting [[eigenbasis]] can be quite far from the original eigenbasis.
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