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This repository contains an implementation of the QR Algorithm from scratch

  • QR Algorithm stems from two key concepts: QR decomposition and matrix similarity transformations
  • Well, the motivation behind the idea of expressing a matrix in the form QR is explained in detail here
  • To understand why iterative QR decompositions converge to a matrix with eigenvalues along its diagonal, check this article
  • The key idea is that the matrices generated in each iteration are similar matrices, and therefore they share the same eigenvalues.

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