Journal of the Korean Society for Industrial and Applied Mathematics

Korean Society for Industrial and Applied Mathematics (한국산업응용수학회)
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A NEW UNDERSTANDING OF THE QR METHOD

  • Received : 2009.11.04
  • Accepted : 2010.03.08
  • Published : 2010.03.25

Abstract

The QR method is one of the most common methods for calculating the eigenvalues of a square matrix, however its understanding would require complicated and sophisticated mathematical logics. In this article, we present a simple way to understand QR method only with a minimal mathematical knowledge. A deflation technique is introduced, and its combination with the power iteration leads to extracting all the eigenvectors. The orthogonal iteration is then shown to be compatible with the combination of deflation and power iteration. The connection of QR method to orthogonal iteration is then briefly reviewed. Our presentation is unique and easy to understand among many accounts for the QR method by introducing the orthogonal iteration in terms of deflation and power iteration.

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References

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