题目: The QR algorithm: story, ideas, and Lie group interpretations
报告人:Huajun Huang Auburn University
时间:7月14日 周五16:00-17:00
地点:五教5507
摘要: The QR algorithm is named as one of the top 10 algorithms in the 20th century, due to its high efficiency in numerical computation of matrix eigenvalues. However, the algorithm may fail for some types of matrices, and it has different convergence patterns for real matrices. In this talk, I will share the story behind this famous algorithm, give the convergence analysis of the QR iteration for complex and real cases, and extend the results in the context of real semisimple Lie groups.
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