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A Wilkinson-like multishift QR algorithm for symmetric eigenvalue problems and its global convergence

Authors :
Takayasu Matsuo
Kensuke Aishima
Kazuo Murota
Masaaki Sugihara
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.

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