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How can I get eigenvalues of matrix using Apache Commons Math? I know there is 2 classes EigenDecomposition and QRDecomposition, but how to combine them to get eigenvalues?

Sevak.Avet
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2 Answers2

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Why combine them? QR can give you eigenvalues:

http://en.wikipedia.org/wiki/QR_algorithm

duffymo
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  • Yep, but how I can get eigenvalues using [QRDecomposition](http://commons.apache.org/proper/commons-math/apidocs/org/apache/commons/math3/linear/QRDecomposition.html)? – Sevak.Avet Nov 16 '14 at 16:06
  • are you really this lazy? http://mathfaculty.fullerton.edu/mathews/n2003/QRMethodMod.html – duffymo Nov 16 '14 at 18:04
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You seem to confuse the QR decomposition with the QR eigenvalue algorithm.

The QR decomposition cannot give you the eigenvalues of a matrix, but it can be used as a component to a more complex algorithm that produce eigenvalues and eigenvectors.

http://en.wikipedia.org/wiki/QR_algorithm

http://en.wikipedia.org/wiki/QR_decomposition

apete
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