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Shift again

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 $2 \times 2$ matrix in the upper left, and confirm that its eigenvalues are the remaining eigenvalues of A.



Allen B. Downey
1998-11-02