Math Club talk

Louise LeeCornell University
The QR Algorithm

Monday, March 12, 2018 - 4:45pm
Malott Fifth Floor Lounge

The QR algorithm is an algorithm used to calculate the eigenvalues and eigenvectors of a matrix, and is the basis for modern generalized eigensolvers. It is ranked as one of the top 10 algorithms "with the greatest influence on the development and practice of science and engineering in the 20th century" in the January/February 2000 issue of Computing in Science and Engineering. In this talk we will go through the QR factorization algorithm, the QR algorithm for finding eigenvalues and eigenvectors, as well as some optimizations for the latter.