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- 1.
- Shift the reduced matrix using the upper-left diagonal element.
- 2.
- Perform QR iterations until an off-diagonal element gets below
10-5.
- 3.
- Extract the next eigenvalue, shift it back and confirm that it
is one of the eigenvalues of A.
- 4.
- Extract the
matrix in the upper left, and confirm
that its eigenvalues are the remaining eigenvalues of A.
Allen B. Downey
1998-11-02