The Effect of Aggressive Early Deflation on the Convergence of the QR Algorithm
نویسنده
چکیده
Aggressive early deflation has proven to significantly enhance the convergence of the QR algorithm for computing the eigenvalues of a nonsymmetric matrix. One purpose of this paper is to point out that this deflation strategy is equivalent to extracting converged Ritz vectors from certain Krylov subspaces. As a special case, the single-shift QR algorithm enhanced with aggressive early deflation corresponds to a Krylov subspace method whose starting vector undergoes a Rayleigh-quotient iteration. It is shown how these observations can be used to derive improved convergence bounds for the QR algorithm.
منابع مشابه
The Effect of Aggressive Earl Deflation on the Convergence of the Qr Algorithm
Aggressive early deflation [1] has proven to significantly enhance the convergence of the QR algorithm for computing the eigenvalues of a nonsymmetric matrix. It is shown that this deflation strategy is equivalent to extracting converged Ritz vectors from certain Krylov subspaces. As a special case, the single-shift QR algorithm enhanced with aggressive early deflation corresponds to a Krylov s...
متن کاملA Complex Mix-Shifted Parallel QR Algorithm for the C-Method
The C-method is an exact method for analyzing gratings and rough surfaces. This method leads to large-size dense complex non-Hermitian eigenvalue. In this paper, we introduce a parallel QR algorithm that is specifically designed for the C-method. We define the “early shift” for the matrix according to the observed properties. We propose a combination of the “early shift”, Wilkinson’s shift and ...
متن کاملOn Deflations in Extended QR Algorithms
In this paper we discuss the deflation criterion used in the extended QR algorithm based on the chasing of rotations. We provide absolute and relative perturbation bounds for this deflation criterion. Further, we present a generalization of aggressive early deflation to the extended QR algorithms. Aggressive early deflation is the key technique for the identification and deflation of already co...
متن کاملThe Multishift QR Algorithm. Part II: Aggressive Early Deflation
Aggressive early deflation is a QR algorithm deflation strategy that takes advantage of matrix perturbations outside of the subdiagonal entries of the Hessenberg QR iterate. It identifies and deflates converged eigenvalues long before the classic small-subdiagonal strategy would. The new deflation strategy enhances the performance of conventional large-bulge multishift QR algorithms, but it is ...
متن کاملThe QR Algorithm
5 Some Techniques to accelerate convergence in the QR algorithm 8 5.1 Deflation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 5.2 The Wilkinson shift . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 5.3 Obtaining the eigenvectors . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 5.4 Ad hoc shifts . . . . . . . . . . . . . . . . . . . . . . . . . . ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 30 شماره
صفحات -
تاریخ انتشار 2008