Convergence of the tridiagonal \(QR\) algorithm (Q1595112)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the tridiagonal \(QR\) algorithm |
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Convergence of the tridiagonal \(QR\) algorithm (English)
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31 January 2001
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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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tridiagonal matrices
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global convergence
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\(QR\) algorithm
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shift strategy
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