Abstract The famous Toda equation is an integrable system related to similarity transformations of tridiagonal matrices. The discrete Toda equation, which is a time-discretization of the Toda equation, is essentially the recursion formula of the quotient-difference (qd) algorithm for computing eigenvalues of tridiagonal matrices. Another time-discretization of the Toda equation is the $q$-discrete Toda equation, which is derived by replacing standard derivatives with the so-called $q$-derivatives that involves a parameter $q$ such that $0<q<1$. In a prior work, we related the $q$-discrete Toda equation to implicit-shift $LR$ transformations (which are similarity transformations) of tridiagonal matrices. Furthermore, we developed the determinantal solution to clarify the convergence as discrete-time goes to infinity. In this paper, we propose an extension of the $q$-discrete Toda equation as a time-discretization of the Kostant–Toda equation and then show the convergence as discrete-time goes to infinity from the perspective of implicit-shift $LR$ transformations of Hessenberg matrices. We also present numerical examples to verify the convergence as discrete-time goes to infinity in the proposed $q$-discrete Kostant–Toda equation.
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