A note on the convergence theorem of the tridiagonal QR algorithm with Wilkinson's shift

DOI10.1007/s13160-015-0171-yzbMath1327.65070OpenAlexW613822341MaRDI QIDQ495845

Kensuke Aishima

Publication date: 15 September 2015

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13160-015-0171-y

zbMATH Keywords

iterationeigenvaluesconvergence rateeigensolverQR algorithmsymmetric tridiagonal matricesWilkinson's shift

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10)

Cites Work

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• A new shift of the QL algorithm for irreducible symmetric tridiagonal matrices
• On the convergence rate of the QL algorithm with Wilkinson's shift
• Convergence of the tridiagonal \(QR\) algorithm
• The asymptotics of Wilkinson's shift: Loss of cubic convergence
• Global convergence of tridiagonal QR algorithm with origin shifts
• On the \(QR\) iterations of real matrices
• A New Proof of Global Convergence for the Tridiagonal $QL$ Algorithm
• Canonical Decomposition of Hessenberg Matrices
• Global Convergence of the Basic QR Algorithm On Hessenberg Matrices

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