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subset | 1 month ago

Ooh, thanks for sharing that algorithm! Somehow, I didn't come across this and jumped straight into using the QR algorithm cited everywhere.

I found it hard to find a good reference that had a clean implementation end to end (without calling BLAS/LAPACK subroutines under the hood). It also wasn't easy to find proper convergence properties for different classes of matrices, but I fear I likely wasn't looking in the right places.

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