A note on the convergence theorem of the tridiagonal QR algorithm with Wilkinson's shift
The QR algorithm is used to compute the eigenvalues of a symmetric tridiagonal matrix. The shift in each iteration is computed on the basis of the lower right \(2\times 2\) block in the matrix. The convergence is at least quadratic, but more often cubic or more. All possible cases of the order of convergence are analyzed in this paper, based on the limiting behavior of the lower right \(3\times3\) block. Denoting the limiting block as \[ \left(\begin{matrix} t & C & 0 \\ C & \lambda+D & 0 \\ 0 & 0 &\lambda\end{matrix}\right) \] the main theorem says that if \(C=D=0\), then the convergence is quadratic, if \(C=0\) and \(D\neq0\), then the convergence is better than cubic, and if \(CD\neq0\), then \(t=\lambda-D\) and the convergence is strictly cubic, and finally, if \(C\neq0\) and \(D=0\), then the convergence is at least quadratic.
- A New Proof of Global Convergence for the Tridiagonal QL Algorithm
- A new shift of the QL algorithm for irreducible symmetric tridiagonal matrices
- Canonical Decomposition of Hessenberg Matrices
- Convergence of the tridiagonal QR algorithm
- Global Convergence of the Basic QR Algorithm On Hessenberg Matrices
- Global convergence of tridiagonal QR algorithm with origin shifts
- scientific article; zbMATH DE number 3671573 (Why is no real title available?)
- scientific article; zbMATH DE number 3408799 (Why is no real title available?)
- On the \(QR\) iterations of real matrices
- On the convergence rate of the QL algorithm with Wilkinson's shift
- The asymptotics of Wilkinson's shift: Loss of cubic convergence
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