Computational Thinking, Linear Algebra, Python, Jupyter Notebook, Math.
Hessenberg H, using the QR algorithm Check at whether these values are converging. If they are, they’re probably eigenvalues of A. # Decompose square matrix A @ Q ~= Q @ H def arnoldi(A): m, n = A.shape assert(n <= m) # Hessenberg matrix H = np.zeros([n+1,n]) #, dtype=np.float64) # Orthonormal