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| author | y-jan137 <yousefjan24000@gmail.com> | 2026-05-03 19:08:14 +0300 |
|---|---|---|
| committer | y-jan137 <yousefjan24000@gmail.com> | 2026-05-03 19:08:14 +0300 |
| commit | 92220ea5a483d6ece73bb6472af0773bc4106d73 (patch) | |
| tree | fcb9a361a2da2f0afb6886035a25a7d89fcba17e /README.md | |
| parent | 050ccc72c3c763eeffcb866948cdac15f485aa15 (diff) | |
Add some QR algos
Diffstat (limited to 'README.md')
| -rw-r--r-- | README.md | 10 |
1 files changed, 6 insertions, 4 deletions
@@ -57,18 +57,20 @@ ctest --test-dir build --output-on-failure - LU factorization with partial pivoting (`lu_factor`, `lu_solve`) - QR factorization — classical GS, modified GS, and Householder (`qr_classical_gs`, `qr_modified_gs`, `qr_householder`) +- Rank-revealing QR — Householder with column pivoting (`qr_colpiv`); reports numerical rank + and ensures |R(i,i)| ≥ |R(i+1,i+1)| - Eigenvalue computation via QR iteration: - Unshifted QR (`eigenvalues_unshifted`) — linear convergence, T&B Algorithm 28.1 - Wilkinson-shifted QR (`eigenvalues_shifted`) — typically cubic convergence, T&B Lecture 29 - Hessenberg + Givens QR (`eigenvalues_hessenberg`) — O(n²) per step after one O(n³) reduction; ~10–30× faster than `eigenvalues_shifted` for n ≥ 50 + - Francis double-shift QR (`eigenvalues_francis`) — implicit bulge chasing on Hessenberg form; + handles complex conjugate eigenvalue pairs without complex arithmetic; robust subdiagonal + + 2×2 block deflation with exceptional shifts (GVL §7.5) +- Cholesky factorization (`cholesky_factor`, `cholesky_solve`) — for symmetric positive definite systems ## TODO: -- [ ] Cholesky factorization (cholesky) — for symmetric positive definite systems -- [ ] Rank-revealing QR — Householder QR with column pivoting (qr_colpiv) - [ ] Symmetric tridiagonalization — Householder reduction before symmetric QR (tridiagonalize) -- [ ] Francis double-shift QR — bulge chasing for real matrices with complex conjugate eigenvalue pairs (eigenvalues_francis) -- [ ] Deflation — robust subdiagonal + 2×2 block deflation in Hessenberg QR - [ ] Eigenvectors via inverse iteration (eigenvectors_inverse_iteration) - [ ] SVD — Golub-Kahan bidiagonalization + QR (svd) - [ ] Conjugate Gradient (solve_cg) — for symmetric positive definite systems |