Could someone help me better understand algorithm 23.1 of "Numerical Linear Algebra" (by Lloyd Threfethen). You can see it here .
What's being calculated at each step of the outer loop? Given that $A_{k-1}=R_k^*A_kR_k$, I suppose that the answer is $A_k^*R_k$. Am I wrong?
On the same page it is also stated that the computational cost can be evaluated as follows:
$\Sigma_{k=1}^m\Sigma_{j=k+1}^m2(m-j)\approx2\Sigma_{k=1}^m\Sigma_{j=1}^kj\approx\Sigma_{k=1}^mk^2\approx(1/3)m^3 flops$
I understand the last two approximations, but what about the first one?
Edit: algorithm 23.1:
R = A
for k = 1 to m
for j = k+1 to m
R_{j,j:m} = R_{j,j:m}-R_{k,j:m}(conj(R_{kj})/R_{kk});
R_{k,k:m}=R_{k,k:m}/R_{k,k};