A note on the convergence theorem of the tridiagonal QR algorithm with Wilkinson's shift
DOI10.1007/S13160-015-0171-YzbMATH Open1327.65070OpenAlexW613822341MaRDI QIDQ495845FDOQ495845
Authors: 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
Recommendations
eigenvaluesconvergence rateeigensolveriterationQR algorithmsymmetric tridiagonal matricesWilkinson's shift
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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- On the \(QR\) iterations of real matrices
- Global convergence of tridiagonal QR algorithm with origin shifts
- A New Proof of Global Convergence for the Tridiagonal $QL$ Algorithm
- 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
- Canonical Decomposition of Hessenberg Matrices
- Global Convergence of the Basic QR Algorithm On Hessenberg Matrices
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