On the QR iterations of real matrices

DOI10.1016/J.LAA.2005.06.001MaRDI QIDQ2568366zbMATH OpenOpenAlexFDO

Authors Huajun Huang, Tin-Yau Tam

Publication date 10 October 2005

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2005.06.001

zbMATH Keywords

\(QR\) iterations, eigenvaluesconvergenceLU decompositionnumerical experiment

Mathematics Subject Classification ID

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

Review text

The authors question a comment by D. Serre on the convergence rate of the \(QR\) method in the case when eigenvalues have equal moduli. This occurs for example when \(A\) is a real matrix with complex eigenvalues. They show that Serre's assertion may not be true for real matrices that do not have a block LU decomposition but remains true in the complex case. Various numerical experiments can be found at the end.

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Cites work

• scientific article; zbMATH DE number 3705455 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• Matrices
• Matrix Analysis

Cited in

(4)

• Asymptotic behavior of Iwasawa and Cholesky iterations
• scientific article; zbMATH DE number 1014535 (Why is no real title available?)
• scientific article; zbMATH DE number 2163368 (Why is no real title available?)
• A note on the convergence theorem of the tridiagonal QR algorithm with Wilkinson's shift

Describes a project that uses

Uses Software

• Matlab

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