- #1
Thor90
- 10
- 0
Hi, I am trying to solve the problem of finding eigenvalus for a general square symmetric matrix with the QR algorithm.
I have understood that this task is much easier if the matrix is in an Hessemberg form, so I have implemented a function that does that with the Housholder method, but I can't understand how to find the qr decomposition of the given matrix in a useful computational way. The algebric algorithm is clear for me but I don't know how to reproduce it in C since I'm not understanding how to work with the decomposition process.
Can someone explain this for me?
That is, given the original matrix A in an Hessemberg form, how can I find the two matrices Q (orthogonal) and R (upper triangular) so that A=Q*R?
I have understood that this task is much easier if the matrix is in an Hessemberg form, so I have implemented a function that does that with the Housholder method, but I can't understand how to find the qr decomposition of the given matrix in a useful computational way. The algebric algorithm is clear for me but I don't know how to reproduce it in C since I'm not understanding how to work with the decomposition process.
Can someone explain this for me?
That is, given the original matrix A in an Hessemberg form, how can I find the two matrices Q (orthogonal) and R (upper triangular) so that A=Q*R?