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Math Help - QR iteration with a MxN matrix

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    QR iteration with a MxN matrix

    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 Iím stuck on the rectangular matrices
    Because of course there is no meaning Ax=lx then A must be square
    Last edited by ebortoluzzi; April 30th 2009 at 02:27 AM. Reason: found error
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