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A Wilkinson-like multishift QR algorithm for symmetric eigenvalue problems and its global convergence
- Source :
- Journal of Computational and Applied Mathematics. 236:3556-3560
- Publication Year :
- 2012
- Publisher :
- Elsevier BV, 2012.
-
Abstract
- In 1989, Bai and Demmel proposed the multishift QR algorithm for eigenvalue problems. Although the global convergence property of the algorithm (i.e., the convergence from any initial matrix) still remains an open question for general nonsymmetric matrices, in 1992 Jiang focused on symmetric tridiagonal case and gave a global convergence proof for the generalized Rayleigh quotient shifts. In this paper, we propose Wilkinson-like shifts, which reduce to the standard Wilkinson shift in the single shift case, and show a global convergence theorem.
- Subjects :
- Tridiagonal matrix
Applied Mathematics
Numerical linear algebra
Eigenvalue
Symmetric tridiagonal matrix
Algebra
Computational Mathematics
Matrix (mathematics)
Convergence (routing)
QR algorithm
Applied mathematics
Divide-and-conquer eigenvalue algorithm
Rayleigh quotient
Eigenvalues and eigenvectors
Mathematics
Subjects
Details
- ISSN :
- 03770427
- Volume :
- 236
- Database :
- OpenAIRE
- Journal :
- Journal of Computational and Applied Mathematics
- Accession number :
- edsair.doi.dedup.....fdf7f09f5ea4e8f693144e2f2976c62d
- Full Text :
- https://doi.org/10.1016/j.cam.2011.04.012