Hi all,
I would appreciate your help in clarifying how to manage a rectangular matrix with QR:
So far I was able to write some code for a Amxm square matrix either for a pure QR iteration and the improved QR iteration with wilkinson shift to calculate the eigenvalues, also got the idea of the hessenberg matrix + givens transform to reduce the number of operations.
Everything is fine with square matrices but I’m stuck on the rectangular matrices
Because of course there is no meaning Ax=lx then A must be square