Discovering the QR Algorithm
The QR algorithm for finding eigenvalues is a deceptively simple piece of applied mathematics. Start with a square matrix \(\require{mathtools} A \coloneqq A_0\). Then, for the matrix \(A_k\), carry out a QR factorization \(A_k = Q_k R_k\). Set \(A_{k+1} = R_k Q_k\) and iterate to convergence. Magically, the result will be an upper-triangular matrix with the same eigenvalues as \(A\), and you can read the eigenvalues off the diagonal.