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Results tagged with na.numerical-analysis
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user 15641
Numerical algorithms for problems in analysis and algebra, scientific computation
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Shifted QR algorithm—why does the shift help?
As explained in Answer 3, the shift can be explained by the inverse power iteration.
$x'=(A-rI)^{-1}x$ has larger component in $v_1$ if $r$ is closer to $\lambda_1$.
However in QR iteration, we don't …
