Convergence of the unitary QR algorithm with a unimodular Wilkinson shift
نویسندگان
چکیده
In applying the QR algorithm to compute the eigenvalues of a unitary Hessenberg matrix, a projected Wilkinson shift of unit modulus is proposed and proved to give global convergence with (at least) a quadratic asymptotic rate for the QR iteration. Experimental testing demonstrates that the unimodular shift produces more efficient numerical convergence.
منابع مشابه
Convergence of the shifted QR algorithm for unitary Hessenberg matrices
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عنوان ژورنال:
- Math. Comput.
دوره 72 شماره
صفحات -
تاریخ انتشار 2003