QR algorithm (All eigenvalues; Any eigenvalue Eigenvalues (Iterative Methods))

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Time Complexity

$O(n^{2})$

Space Complexity

$O(n^{2})$ words

(Computes and stores QR factorization at each iteration)

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Word/Real RAM

Year

1962

Reference

https://academic.oup.com/comjnl/article/4/4/332/432033