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QR-Iteration |
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As , the off-diagonal entry converges to zero and, as a consequence, approaches an eigenvalue of . Moreover, for symmetric the convergence is locally cubic.
If the iteration has converged, i. e., if the last off-diagonal entry of is zero within tolerance, the process is applied to the submatrix . Thus, eventually, all eigenvalues are computed.
automatically generated 4/24/2007 |