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An implicit <i>QR</i> algorithm for symmetric semiseparable matrices

An implicit <i>QR</i> algorithm for symmetric semiseparable matrices

Abstract The QR algorithm is one of the classical methods to compute the eigendecomposition of a matrix. If it is applied on a dense n × n matrix, this algorithm requires O ( n 3 ) operations per iteration step. To reduce this complexity for a symmetric matrix to O …