Numerical Study on Basic QR Method

碩士 === 國立高雄師範大學 === 數學系 === 106 === In this study, we want to explore whether the loss of orthogonality affects the findings of eigenvalues using basic QR method. We first introduce Norms of Vector and Matrix and Bauer-Fike theorem. Then we explain Power Method and three kind methods of QR decom...

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Bibliographic Details
Main Authors: HUANG, YEN-MEI, 黃燕美
Other Authors: CHEN, JEN-YUAN
Format: Others
Language:en_US
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/7x2pvm
Description
Summary:碩士 === 國立高雄師範大學 === 數學系 === 106 === In this study, we want to explore whether the loss of orthogonality affects the findings of eigenvalues using basic QR method. We first introduce Norms of Vector and Matrix and Bauer-Fike theorem. Then we explain Power Method and three kind methods of QR decomposition: Gram-Schmidt process, Givens rotations, Householder transformations. Finally, we use the Hilbert matrix to observe the orthogonality obtained by the above method, and to check whether the eigenvalues are affected by the loss of orthogonality.