Matrix factorizations and integrable systems

P. Deift, L. C. Li, C. Tomei

Research output: Contribution to journalArticlepeer-review

59 Scopus citations

Abstract

We show that the QR, LU and Cholesky algorithms to compute the eigenvalues of real matrices are the integer time evaluations of completely integrable Hamiltonian flows.

Original languageEnglish (US)
Pages (from-to)443-521
Number of pages79
JournalCommunications on Pure and Applied Mathematics
Volume42
Issue number4
DOIs
StatePublished - Jun 1989

All Science Journal Classification (ASJC) codes

  • Mathematics(all)
  • Applied Mathematics

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