(c) The QR iteration with shifts for computing the eigenvalues of a matrix A € R™×n takes the form 1 Ho = U" AU (initial reduction to upper Hessenberg form) 2 for k = 1, 2, . .. H – HRI =:QµRp (QR factorization, µk possibly complex) H41:= RµQk + HkI 3 4 5 end (i) Show that each iteration represents a similarity transformation. (ii) Define an upper Hessenberg matrix and explain why we begin by reducing A to upper Hessenberg form.

Advanced Engineering Mathematics
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ISBN:9780470458365
Author:Erwin Kreyszig
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(c) The QR iteration with shifts for computing the eigenvalues of a matrix A E R"×n takes the form
1 Ho = U" AU (initial reduction to upper Hessenberg form)
2 for k = 1,2, . ..
Hi – HRI =:QµRp (QR factorization, µk possibly complex)
HR+1:= R4Qk + HkI
3
4
5 end
(i) Show that each iteration represents a similarity transformation.
(ii) Define an upper Hessenberg matrix and explain why we begin by reducing A to upper
Hessenberg form.
Transcribed Image Text:(c) The QR iteration with shifts for computing the eigenvalues of a matrix A E R"×n takes the form 1 Ho = U" AU (initial reduction to upper Hessenberg form) 2 for k = 1,2, . .. Hi – HRI =:QµRp (QR factorization, µk possibly complex) HR+1:= R4Qk + HkI 3 4 5 end (i) Show that each iteration represents a similarity transformation. (ii) Define an upper Hessenberg matrix and explain why we begin by reducing A to upper Hessenberg form.
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