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Re: Linear Algebra assistance

From: Rowan Cannaday
Subject: Re: Linear Algebra assistance
Date: Tue, 28 Apr 2020 16:53:48 -0400

Thank you. The Cholesky decomposition is related but not what I'm implementing at the moment. However this will likely be useful in the future.

Even the name "QR algorithm" seems to be something of a misnomer. From the wikipedia page:

" in the modern implicit version of the procedure no QR decompositions are explicitly performed, some authors, for instance Watkins,[8] suggested changing its name to Francis algorithm"

- Rowan

On Tue, Apr 28, 2020, 4:37 PM Ala'a Mohammad <address@hidden> wrote:

This may be related: https://www.dyalog.com/blog/2015/01/cholesky-decomposition/




On Wed, Apr 29, 2020 at 12:24 AM Rowan Cannaday <address@hidden> wrote:
Is anybody familiar with the QR algorithm, or the notation used in Golub & Van Loan's book "Matrix Computations"?

I am working my way towards building an APL linear algebra toolkit, and am having trouble deciphering what some of the steps signify.

Any other communities that might be able to assist me is also helpful - for example a mailing list.

The 4th edition should be available as a PDF online (although I will not link to it), and my specific question is linked below:

Figured it would be worth a shot.

Cheers y'all.

- Rowan

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