Convergence of the shifted \(QR\) algorithm on \(3\times{} 3\) normal matrices (Q1814597)
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English | Convergence of the shifted \(QR\) algorithm on \(3\times{} 3\) normal matrices |
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Convergence of the shifted \(QR\) algorithm on \(3\times{} 3\) normal matrices (English)
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25 June 1992
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The shifted \(QR\) algorithm for \(3\times 3\) normal Hessenberg matrices is analyzed. A complete description of the convergence behaviour of \(QRF\) (\(QR\) algorithm with implicit double shift) for these matrices is derived. In addition, the matrices are identified for which the EISPACK routine \(HQR2\) will not produce a solution in exact arithmetic.
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shifted \(QR\) algorithm
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normal Hessenberg matrices
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convergence
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EISPACK routine \(HQR2\)
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exact arithmetic
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