本文由Cleve Moler于1995年撰写，详细探讨了QR算法的重要性和广泛应用，它是MATLAB核心计算的一部分，用于求解实对称矩阵、非对称矩阵、复矩阵对的特征值以及一般矩阵的奇异值。这些功能进一步用于多项式求根、特殊线性系统的解决、稳定性评估等任务。文章还讨论了如何在不牺牲精度和适用性的情况下改进QR算法的收敛性。
The QR algorithm is one of the most important, widely used, and successful tools in technical computation. Four variants of the algorithm are in the mathematical core of MATLAB®. They compute the eigenvalues of real symmetric matrices, eigenvalues of real nonsymmetric matrices, eigenvalues of pairs of complex matrices, and singular values of general matrices. These functions are used, in turn, to find zeros of polynomials, solve special linear systems, assess stability, and perform many other tasks in various toolboxes.
In this article from 1995, Cleve Moler provides a closer look at the QR algorithm, the MATLAB implementation of the algorithm, and efforts directed at improving convergence without sacrificing accuracy or applicability.
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