Past exam of the mathematics course of the University of Cambridge 2024 ii Paper 4 40A b i Solution Created 2026-09-24 Updated 2026-09-25
The unshifted QR algorithm computes the eigenvalues of . For a real symmetric matrix it drives toward a diagonal or block-diagonal matrix; the accumulated orthogonal factors simultaneously approximate its eigenvectors.
The initial bottom-right entry is zero, so the chosen QR shift is . One valid QR factorization is , , using explicitly that . The update isIt repeats forever and never approaches a diagonal matrix. With the standard positive-diagonal convention for , this factorization is unique, so the Rayleigh-shift iteration is stationary and fails to diagonalize .
The failure is independent of harmless sign conventions. The columns of are already orthonormal, so another QR factorization can only replace by and by , where is diagonal with entries . Then still has zero diagonal and off-diagonal magnitudes one. Subsequent bottom-right shifts remain zero and the off-diagonal magnitude never decreases. The eigenvalues are , with equal absolute values, explaining the lack of separation in the unshifted QR algorithm.
QR algorithm 2026-10-14
The QR algorithm computes eigenvalues through repeated QR decompositions and similarity updates. Shifted and unshifted forms have different convergence rates; the unshifted QR algorithm uses a zero shift at every step.