Linear convergence in the shifted algorithm
Authors:
Steve Batterson and David Day
Journal:
Math. Comp. 59 (1992), 141-151
MSC:
Primary 65F15
DOI:
https://doi.org/10.1090/S0025-5718-1992-1134713-7
MathSciNet review:
1134713
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Abstract | References | Similar Articles | Additional Information
Abstract: Global and asymptotic convergence properties for the QR algorithm with Francis double shift are established for certain orthogonal similarity classes of 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.
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Additional Information
DOI:
https://doi.org/10.1090/S0025-5718-1992-1134713-7
Article copyright:
© Copyright 1992
American Mathematical Society