LINEAR CONVERGENCE IN THE SHIFTED QR ALGORITHM

被引:5
作者
BATTERSON, S [1 ]
DAY, D [1 ]
机构
[1] UNIV CALIF BERKELEY,DEPT MATH,BERKELEY,CA 94720
关键词
D O I
10.2307/2152985
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Global and asymptotic convergence properties for the QR algorithm with Francis double shift are established for certain orthogonal similarity classes of 4 x 4 real matrices. It is shown that in each of the classes every unreduced Hessenberg matrix will decouple and that the rate of decoupling is almost always linear. The effect of the EISPACK exceptional shift strategy is shown to be negligible.
引用
收藏
页码:141 / 151
页数:11
相关论文
共 9 条
[1]   CONVERGENCE OF THE SHIFTED QR ALGORITHM ON 3 X-3 NORMAL MATRICES [J].
BATTERSON, S .
NUMERISCHE MATHEMATIK, 1990, 58 (04) :341-352
[2]  
BATTERSON S, DYNAMICS EIGENVALUE
[3]  
Golub G.H., 1996, MATH GAZ, VThird
[4]  
Hironaka H., 1975, P S PURE MATH, V29, P165
[5]   HANDBOOK SERIES LINEAR ALGEBRA - QR-ALGORITHM FOR REAL HESSENBERG MATRICES [J].
MARTIN, RS ;
PETERS, G .
NUMERISCHE MATHEMATIK, 1970, 14 (03) :219-&
[6]  
SMITH BT, 1974, LECTURE NOTES COMPUT, V6
[7]  
Stewart GW, 1973, INTRO MATRIX COMPUTA
[8]  
VANDEGEIJN R, DEFERRED SHIFTING SC
[9]   CONVERGENCE OF ALGORITHMS OF DECOMPOSITION TYPE FOR THE EIGENVALUE PROBLEM [J].
WATKINS, DS ;
ELSNER, L .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1991, 143 :19-47