QR algorithm

In numerical linear algebra, the QR algorithm is an eigenvalue algorithm: that is, a procedure to calculate the eigenvalues and eigenvectors of a matrix. The QR transformation was developed in the late 1950s by John G.F. Francis (England) and by Vera N. Kublanovskaya (USSR), working independently. The basic idea is to perform a QR decomposition, writing the matrix as a product of an orthogonal matrix and an upper triangular matrix, multiply the factors in the reverse order, and iterate.