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The Relation Between the QR and LR Algorithms
Xu, Hongguo
Xu, Hongguo
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Abstract
For an Hermitian matrix the QR transform is diagonally similar to two steps of the LR transforms. Even for non-Hermitian matrices the QR transform may be written in rational form.
Description
This is the published version, also available here: http://dx.doi.org/10.1137/S0895479896299937.
Date
1998-06-05
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Society for Industrial and Applied Mathematics
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Keywords
QR algorithm, LR algorithm, triangular factorization, Cholesky factorization
Citation
Xu, Hongguo. "The Relation Between the QR and LR Algorithms." SIAM. J. Matrix Anal. & Appl., 19(2), 551–555. (5 pages) 1998. http://dx.doi.org/10.1137/S0895479896299937.