Large Sparse Matrix Computations

Exercise Final Programming

1. Let A R2020 . There is an orthogonal matrix Q such that H = Q AQ be
an upper Hessenberg matrix. Please create some functions in MATLAB:

(a) [ew, iter] = Practical_QR(H)

(b) [ew, iter] = single_shift_QR(H)
(c) (bonus)[ew, iter] = double_shift_QR(H)

where ew be the eigenvalues and iter be the steps of iteration. Set the toler-
ance to be 1012 .

2. Let
49 0.5

0.5 48 0.5 0

0.5 47 0.5

... ... ...

B= .

... ... ...


... ...
0 0.5
0.5 50
Create a MATLAB function to find the eigenvalue that closest to 10 by
shift-and-invert power method.