A quadratically convergent QR-like method without shifts for the Hermitian eigenvalue problem (Q2502892)
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English | A quadratically convergent QR-like method without shifts for the Hermitian eigenvalue problem |
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A quadratically convergent QR-like method without shifts for the Hermitian eigenvalue problem (English)
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13 September 2006
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The authors study the classical Hermitian eigenvalue problem \(Ax=\lambda x\) from a nonclassical point of view. Instead of improving the convergence properties of some of the well-known methods which grow the powers of \(A\) linearly, the authors propose a new algorithm which converges quadratically without using any kind of shifts. A rigorous convergence analysis is provided, in order to cover also the case where \(A\) has clusters of eigenvalues. Moreover the algorithm can be easily parallelized. After some well-built examples, an effective last section points out some present weaknesses of the proposed algorithm and some possible improvements.
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QR algorithm
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parallel computation
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Hermitian eigenvalue problem
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algorithm
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convergence
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clusters of eigenvalues
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