Article ID Journal Published Year Pages File Type
4603699 Linear Algebra and its Applications 2006 18 Pages PDF
Abstract

We propose a new QR-like algorithm, symmetric squared QR (SSQR) method, that can be readily parallelized using commonly available parallel computational primitives such as matrix–matrix multiplication and QR decomposition. The algorithm converges quadratically and the quadratic convergence is achieved through a squaring technique without utilizing any kind of shifts. We provide a rigorous convergence analysis of SSQR and derive structures for several of the important quantities generated by the algorithm. We also discuss various practical implementation issues such as stopping criteria and deflation techniques. We demonstrate the convergence behavior of SSQR using several numerical examples.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory