Convergence of the tridiagonal QR algorithm

DOI10.1016/S0024-3795(00)00171-3MaRDI QIDQ1595112zbMATH OpenFDO

Authors Tai-Lin Wang

Publication date 31 January 2001

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0024-3795(00)00171-3

zbMATH Keywords

\(QR\) algorithmglobal convergenceshift strategytridiagonal matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50)

Review text

An elementary and constructive proof is given for the global convergence of the symmetric tridiagonal \(QR\) algorithm with Wilkinson's shift. It is also shown that the asymptotic convergence rate is essentially cubic, as has long been observed in numerical experiments. A general mixed shift strategy is also presented with global convergence and cubic rate.

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Cites work

• A New Proof of Global Convergence for the Tridiagonal QL Algorithm
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• scientific article; zbMATH DE number 3949596 (Why is no real title available?)
• scientific article; zbMATH DE number 1049353 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
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Cited in

(16)

• On the convergence of the multivariate ``homogeneous qd-algorithm
• The asymptotics of Wilkinson's shift: Loss of cubic convergence
• scientific article; zbMATH DE number 4133399 (Why is no real title available?)
• Convergence of the shifted $QR$ algorithm for unitary Hessenberg matrices
• On the convergence of the QR algorithm with multishift
• Linear Convergence in the Shifted QR Algorithm
• A Wilkinson-like multishift QR algorithm for symmetric eigenvalue problems and its global convergence
• scientific article; zbMATH DE number 953050 (Why is no real title available?)
• Convergence of the unitary $QR$ algorithm with a unimodular Wilkinson shift
• A Simple Proof of the Transposed QR Algorithm
• A note on the convergence theorem of the tridiagonal QR algorithm with Wilkinson's shift
• Improving the Convergence of the Periodic QZ Algorithm
• Global convergence of triangularized orthogonalization-free method
• Using the Cauchy-Binet formula in the convergence proof of the tridiagonal QR algorithm with shifts
• Global convergence of Hessenberg shifted QR. I: Exact arithmetic
• Convergence of LR algorithm for a one-point spectrum tridiagonal matrix

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