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MOC
2002
107views more  MOC 2002»
14 years 10 months ago
Convergence of the shifted QR algorithm for unitary Hessenberg matrices
This paper shows that for unitary Hessenberg matrices the QR algorithm, with (an exceptional initial-value modification of) the Wilkinson shift, gives global convergence; moreover,...
Tai-Lin Wang, William B. Gragg
72
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FOCM
2010
161views more  FOCM 2010»
14 years 8 months ago
The Asymptotics of Wilkinson's Shift: Loss of Cubic Convergence
One of the most widely used methods for eigenvalue computation is the QR iteration with Wilkinson’s shift: here the shift s is the eigenvalue of the bottom 2 × 2 principal mino...
Ricardo S. Leite, Nicolau C. Saldanha, Carlos Tome...