Convergence of the shifted QR algorithm for unitary Hessenberg matrices

DOI10.1090/S0025-5718-01-01387-4MaRDI QIDQ3147171zbMATH OpenFDO

Authors Tai-Lin Wang, W. B. Gragg

Publication date 18 September 2002

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/S0025-5718-01-01387-4

zbMATH Keywords

\(QR\) algorithmconvergenceeigenvaluesshift strategyunitary Hessenberg matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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• Linear Convergence in the Shifted QR Algorithm

Cites work

• A New Proof of Global Convergence for the Tridiagonal QL Algorithm
• A new shift of the QL algorithm for irreducible symmetric tridiagonal matrices
• Convergence of algorithms of decomposition type for the eigenvalue problem
• Convergence of the shifted $QR$ algorithm for unitary Hessenberg matrices
• Global convergence of tridiagonal QR algorithm with origin shifts
• scientific article; zbMATH DE number 3915570 (Why is no real title available?)
• scientific article; zbMATH DE number 3671573 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• Positive definite Toeplitz matrices, the Arnoldi process for isometric operators, and Gaussian quadrature on the unit circle
• Singular and Invariant Matrices Under the QR Transformation
• The QR algorithm for unitary Hessenberg matrices
• The QR and QL algorithms for symmetric matrices
• The QR Transformation A Unitary Analogue to the LR Transformation--Part 1
• The Rayleigh Quotient Iteration and Some Generalizations for Nonnormal Matrices
• The shifted QR algorithm for Hermitian matrices

Cited in

(27)

• The QR algorithm for unitary Hessenberg matrices
• Schur parameter pencils for the solution of the unitary eigenproblem
• Error bounds in the isometric Arnoldi process
• Convergence of the tridiagonal QR algorithm
• On two generalized inverse eigenvalue problems for Hessenberg-upper triangular pencils and their application to the study of GMRES convergence
• The restarted QR-algorithm for eigenvalue computation of structured matrices
• A CS decomposition for orthogonal matrices with application to eigenvalue computation
• A generalized unitary Hessenberg matrix
• On investigating GMRES convergence using unitary matrices
• Eigenvalue computation for unitary rank structured matrices
• Unitary rank structured matrices
• A unitary Hessenberg \(QR\)-based algorithm via semiseparable matrices
• Stability properties of several variants of the unitary Hessenberg QR algorithm
• Darboux transformations for CMV matrices
• Convergence of the shifted $QR$ algorithm for unitary Hessenberg matrices
• Structured Eigenvalue Problems
• Algorithms for the Geronimus transformation for orthogonal polynomials on the unit circle
• Linear Convergence in the Shifted QR Algorithm
• Compression of unitary rank-structured matrices to CMV-like shape with an application to polynomial rootfinding
• Convergence of the unitary $QR$ algorithm with a unimodular Wilkinson shift
• Fast QR Eigenvalue Algorithms for Hessenberg Matrices Which Are Rank‐One Perturbations of Unitary Matrices
• An Error Analysis of a Unitary Hessenberg QR Algorithm
• Global convergence of Hessenberg shifted QR. I: Exact arithmetic
• The eigenvalue decomposition of normal matrices by the skew-symmetric part
• A Fast and Stable Square-Root-Free Unitary Core-Chasing Algorithm
• Sensitivity analysis for Szegő polynomials
• Rational QR-iteration without inversion

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