Question: The QR iteration with shifts for computing the eigenvalues of a matrix A = Rnxn takes the form 1 HoUT AU (initial reduction to
The QR iteration with shifts for computing the eigenvalues of a matrix A = Rnxn takes the form 1 HoUT AU (initial reduction to upper Hessenberg form) 2 for k 1, 2,... 3 4 5 end H-HIQkRk (QR factorization, possibly complex) Hk+1=RkQk + MkI (iii) When the QR iteration converges, to what form does Hk converge and how can the eigen- values of the limit be found? [2 marks] (iv) Define an unreduced upper Hessenberg matrix and explain why and how the QR iteration is modified to keep H unreduced. [4 marks] (v) What simplifications are there in the QR iteration when A is a symmetric matrix and to what form does the iteration now converge? [4 marks]
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