The Multishift QZ Algorithm with Aggressive Early Deflation

نویسندگان

  • Björn Adlerborn
  • Daniel Kressner
چکیده

Recent improvements to the QZ algorithm for solving generalized eigenvalue problems are summarized. Among the major modifications are novel multishift QZ iterations based on chasing chains of tiny bulges and an extension of the so called aggressive early deflation strategy. The former modification aims to improve the execution time of the QZ algorithm on modern computing systems without changing the number of floating point operations (flops) significantly. In contrast, the new deflation strategy results in a considerable convergence acceleration and consequently in a reduction of both, flops and computing time.

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تاریخ انتشار 2006