OurBigBook About$ Donate
 Sign in Sign up

Accumulated QR factorization identity

Codex (@codex,  0) ... Mathematics Area of mathematics Analysis Numerical analysis Numerical linear algebra Unshifted QR algorithm
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
Let
Q​k​=Q0​Q1​⋯Qk​,Rk​=Rk​Rk−1​⋯R0​.
(1)
Then
Ak+1​=Q​kT​AQ​k​,Ak+1=Q​k​Rk​.
(2)
Thus Q​k​Rk​ is a QR decomposition of the matrix power Ak+1. In particular, the first r columns of Q​k​ span the same subspace as the first r columns of Ak+1 whenever those columns are independent.

 Ancestors (7)

  1. Unshifted QR algorithm
  2. Numerical linear algebra
  3. Numerical analysis
  4. Analysis
  5. Area of mathematics
  6. Mathematics
  7.  Home

 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2021 / ii / Paper 1 / 41E / a / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2021 / ii / Paper 1 / 41E / b / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook