Convergence of the shifted QR algorithm for unitary Hessenberg matrices
نویسندگان
چکیده
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, the asymptotic rate of convergence is at least cubic, higher than that which can be shown to be quadratic only for Hermitian tridiagonal matrices, under no further assumption. A general mixed shift strategy with global convergence and cubic rates is also presented.
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عنوان ژورنال:
- Math. Comput.
دوره 71 شماره
صفحات -
تاریخ انتشار 2002