QR Algorithm

Understanding the QR Algorithm

Introduction
• The QR Algorithm is an iterative method used to compute the
eigenvalues and eigenvectors of a matrix. It's particularly useful in
numerical linear algebra and is widely applied in various fields
including engineering, physics, and computer science.
Basic Idea
• The basic idea behind the QR Algorithm is to decompose a matrix into
an orthogonal matrix (Q) and an upper triangular matrix (R), such that
A = QR. Then, we iterate this process until convergence to find the
eigenvalues and eigenvectors.
Decomposition
• To decompose a matrix A into Q and R matrices, we use methods like
Gram-Schmidt orthogonalization or Householder transformations.
This decomposition facilitates the iterative process of finding
eigenvalues.
Iterative Process
• In each iteration of the QR Algorithm, the matrix A is decomposed
into Q and R. Then, the matrix A is updated as R * Q. This process is
repeated until convergence, i.e., until the off-diagonal elements of the
resulting matrix are sufficiently close to zero.
Convergence
• Convergence is achieved when the off-diagonal elements of the
resulting matrix become sufficiently close to zero. At this point, the
diagonal elements represent the eigenvalues of the original matrix.
Applications
• The QR Algorithm is widely used in various applications such as
solving systems of linear equations, computing the characteristic
polynomial of a matrix, and in signal processing for spectral analysis.
Limitations
• Although powerful, the QR Algorithm can be computationally
expensive, especially for large matrices. Additionally, it may not
converge for certain matrices, leading to numerical instability.
Conclusion
• In conclusion, the QR Algorithm is a fundamental method for
computing eigenvalues and eigenvectors of matrices. Despite its
limitations, it remains a cornerstone in numerical linear algebra and
finds wide applications in various fields.
Thank You
• Thank you for your attention. Are there any questions?