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A QR algorithm is a procedure to calculate the eigenvalues of a matrix. The basic idea is to iterate alternate steps of taking the QR decomposition of a matrix, and writing the factors in the other order as RQ.

For reasons of computational complexity, this is relatively expensive, and so is normally applied only to matrices already in Hessenberg form (this replaces a O(n³) procedure by one that is O(n²)).

Topics: QR Algorithm Matrix Decomposition Procedure Hessenberg Order...

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