Numerical Linear Algebra

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  • What algorithm do you use to compute the eigenvalues of a nonsymmetric matrix.
  • How is QR iteration equivalent to the power method and inverse iteration?
  • Write down the orthogonal iteration algorithm.
  • What is upper Hessenberg form? What is its significance?
  • State the Implicit Q Theorem.
  • What is a Householder reflection? How does one compute it in a stable way?
  • How does one choose the shift in the QR iteration?
  • What form does QR iteration converge to and how does one extract the eigenvalues and eigenvectors from this form?
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