Convergence of the unitary QR algorithm with a unimodular Wilkinson shift

DOI10.1090/S0025-5718-02-01444-8MaRDI QIDQ4780377zbMATH OpenFDO

Authors Tai-Lin Wang, W. B. Gragg

Publication date 19 November 2002

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

Full work available at URL https://doi.org/10.1090/S0025-5718-02-01444-8

zbMATH Keywords

eigenvaluesglobal convergencenumerical experimentsQR algorithmshift strategyunitary Hessenberg matricesunitary Hessenberg matrixWilkinson shift

Mathematics Subject Classification ID

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

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Cites work

• A new shift of the QL algorithm for irreducible symmetric tridiagonal matrices
• Convergence of the shifted $QR$ algorithm for unitary Hessenberg matrices
• Convergence of the tridiagonal QR algorithm
• Global convergence of tridiagonal QR algorithm with origin shifts
• 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
• The QR algorithm for real Hessenberg matrices
• The QR algorithm for unitary Hessenberg matrices

Cited in

(26)

• The QR algorithm for unitary Hessenberg matrices
• On the convergence rate of the QL algorithm with Wilkinson's shift
• Convergence of the Francis shifted QR algorithm on normal matrices
• A CS decomposition for orthogonal matrices with application to eigenvalue computation
• 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
• A technique to have a convergence for the QR algorithm
• Convergence of the shifted $QR$ algorithm for unitary Hessenberg matrices
• On the convergence of the QR algorithm with multishift
• Structured Eigenvalue Problems
• Algorithms for the Geronimus transformation for orthogonal polynomials on the unit circle
• A Wilkinson-like multishift QR algorithm for symmetric eigenvalue problems and its global convergence
• Compression of unitary rank-structured matrices to CMV-like shape with an application to polynomial rootfinding
• On a QR-Like Algorithm for Some Structured Eigenvalue Problems
• Efficient Implementation of the Multishift QR Algorithm for the Unitary Eigenvalue Problem
• scientific article; zbMATH DE number 2217312 (Why is no real title available?)
• The bisection eigenvalue method for unitary Hessenberg matrices via their quasiseparable structure
• Global convergence of Hessenberg shifted QR. I: Exact arithmetic
• The eigenvalue decomposition of normal matrices by the skew-symmetric part
• A comparison between the complex symmetric based and classical computation of the singular value decomposition of normal matrices
• Sensitivity analysis for Szegő polynomials
• Fast and stable unitary QR algorithm
• Rational QR-iteration without inversion
• On tridiagonal matrices unitarily equivalent to normal matrices

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