Convergence of the Francis shifted QR algorithm on normal matrices (Q1334917)
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English | Convergence of the Francis shifted QR algorithm on normal matrices |
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Convergence of the Francis shifted QR algorithm on normal matrices (English)
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26 September 1994
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This paper extends earlier work by the author on the convergence of the QR algorithm on \(3\times 3\) normal matrices [Numer. Math. 58, No. 4, 341- 352 (1990; Zbl 0739.65030)]. It concerns convergence of the shifted QR transformation of \textit{J. G. F. Francis} [Comput. J. 4, 265-271 (1961) and 332-345 (1962; Zbl 0104.343)] on real normal Hessenberg matrices with emphasis on decoupling (of the problem into one or two smaller matrices in the case that a subdiagonal element has become sufficiently negligible). Decoupling is likely to occur. Sufficient for decoupling is that a normal matrix has at least five real eigenvalues. Further sufficient conditions are given. The method is based on iteration that is semiconjugate to Francis' algorithm and involves the Schur form. The author mentions that a paper by \textit{B. N. Parlett} and \textit{W. Kahan} [Inform. Process., Proc. IFIP Congr. Edinburgh 1968, 1, 114-118 (1969; Zbl 0195.450)] inspired the central ideas of the present paper.
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Francis shifted QR algorithm
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normal matrices
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convergence
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Hessenberg matrices
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decoupling
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Schur form
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