The periodic QR algorithm is a disguised QR algorithm

DOI10.1016/J.LAA.2003.06.014MaRDI QIDQ2502889zbMATH OpenOpenAlexFDO

Authors Daniel Kressner

Publication date 13 September 2006

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

Full work available at URL https://infoscience.epfl.ch/record/165570/files/pqrequalqr.pdf

zbMATH Keywords

eigenvalueHessenberg formQR algorithmmatrix productsblock cyclic matrices

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cites work

• scientific article; zbMATH DE number 729460 (Why is no real title available?)
• scientific article; zbMATH DE number 1569075 (Why is no real title available?)
• A General Matrix Eigenvalue Algorithm
• Bidiagonalization of Matrices and Solution of Linear Equations
• Exponential splittings of products of matrices and accurately computing singular values of long products
• General framework, stability and error analysis for numerical stiff boundary value methods
• Matrix algorithms. Vol. 2: Eigensystems
• Numerical solution of the discrete-time periodic Riccati equation
• On the use of periodicity properties for the efficient numerical solution of certain Markov chains
• Structured Backward Error and Condition of Generalized Eigenvalue Problems
• The transmission of shifts and shift blurring in the QR algorithm
• The weak and strong stability of algorithms in numerical linear algebra

Cited in

(12)

• A multishift QR iteration without computation of the shifts
• Nyström discretization of integrodifference equations: numerical continuation of periodic solutions and Floquet multipliers
• The restarted QR-algorithm for eigenvalue computation of structured matrices
• Computing periodic deflating subspaces associated with a specified set of eigenvalues
• A periodic Krylov-Schur algorithm for large matrix products
• A contour integral-based method for nonlinear eigenvalue problems for semi-infinite photonic crystals
• On swapping diagonal blocks in real Schur form
• A Householder-Based Algorithm for Hessenberg-Triangular Reduction
• The matrix equation \(X + AX^TB = C\): Conditions for unique solvability and a numerical algorithm for its solution
• A symmetric structure-preserving {\(\Gamma\)}QR algorithm for linear response eigenvalue problems
• Structured Eigenvalue Problems
• Bifurcations in periodic integrodifference equations in C(): II. Discrete torus bifurcations

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