/QR-Algorithm-for-eigenvalues

This repo is a rudimentary implementation of the implicit QR algorithm proposed by John G. F. Francis

Primary LanguageMATLABMIT LicenseMIT

Implicit QR Algorithm

This repo is a rudimentary implementation of the implicit QR algorithm proposed by John G. F. Francis.

  • Implement the basic idea of the "implicit" QR algorithm.
  • Deal with all boundary conditions.
  • Handle matrix with complex eigenvalues.
  • Reasonable compuation speed(Slow compared with Matlab's implementation).