Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6422976 | Journal of Computational and Applied Mathematics | 2012 | 5 Pages |
Abstract
In 1989, Bai and Demmel proposed the multishift QR algorithm for eigenvalue problems. Although the global convergence property of the algorithm (i.e., the convergence from any initial matrix) still remains an open question for general nonsymmetric matrices, in 1992 Jiang focused on symmetric tridiagonal case and gave a global convergence proof for the generalized Rayleigh quotient shifts. In this paper, we propose Wilkinson-like shifts, which reduce to the standard Wilkinson shift in the single shift case, and show a global convergence theorem.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Kensuke Aishima, Takayasu Matsuo, Kazuo Murota, Masaaki Sugihara,