A Wilkinson-like multishift QR algorithm for symmetric eigenvalue problems and its global convergence

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:236

Article; Proceedings Paper

Aishima, Kensuke¹  Matsuo, Takayasu¹  Murota, Kazuo¹  Sugihara, Masaaki¹ 

[1] Univ Tokyo, Bunkyo Ku, Tokyo 113, Japan

关键词: Numerical linear algebra;    Eigenvalue;    Symmetric tridiagonal matrix;   

DOI  :  10.1016/j.cam.2011.04.012

来源: Elsevier

【 摘 要 】

In 1989, Bai and Demmel proposed the multishift QR algorithm for eigenvalue problems. Although the global convergence property of the algorithm (i.e., the convergence from any initial matrix) still remains an open question for general nonsymmetric matrices, in 1992 Jiang focused on symmetric tridiagonal case and gave a global convergence proof for the generalized Rayleigh quotient shifts. In this paper, we propose Wilkinson-like shifts, which reduce to the standard Wilkinson shift in the single shift case, and show a global convergence theorem. (c) 2011 Elsevier B.V. All rights reserved.

【 授权许可】

Free