The DQR algorithm, basic theory, convergence, and conditional stability (Q1360724): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s002110050275 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W264482033 / rank | |||
Normal rank |
Latest revision as of 21:56, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The DQR algorithm, basic theory, convergence, and conditional stability |
scientific article |
Statements
The DQR algorithm, basic theory, convergence, and conditional stability (English)
0 references
23 July 1997
0 references
The work is dedicated to the general eigenvalue problem and discusses the DQR method as an alternative to the standard QR algorithm. The given dense matrix is reduced to general tridiagonal form (instead of Hessenberg form). For the iterative part D-orthogonal similarity transformations are used, which preserve the tridiagonal structure and thus allow computation of all eigenvalues with \(O(n^2)\) flop. Since the DQR method can be unstable the author proposes a hybrid algorithm, which switches to standard QR if application of DQR fails. The article contains theoretical investigations of convergence and stability behavior of the DQR method as well as exhaustive discussions of numerical examples.
0 references
unsymmetric eigenvalue problem
0 references
orthogonal reduction
0 references
QR algorithm
0 references
convergence
0 references
stability
0 references
numerical examples
0 references