Fast and Stable Unitary Qr Algorithm
نویسندگان
چکیده
A fast Fortran implementation of a variant of Gragg’s unitary Hessenberg QR algorithm is presented. It is proved, moreover, that all QRand QZ-like algorithms for the unitary eigenvalue problems are equivalent. The algorithm is backward stable. Numerical experiments are presented that confirm the backward stability and compare the speed and accuracy of this algorithm with other methods.
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تاریخ انتشار 2015