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Bibliographic Details
Main Authors: Camps, Daan, Mach, Thomas, Vandebril, Raf, Watkins, David S.
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2411.17671
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author Camps, Daan
Mach, Thomas
Vandebril, Raf
Watkins, David S.
author_facet Camps, Daan
Mach, Thomas
Vandebril, Raf
Watkins, David S.
contents Pole-swapping algorithms, generalizations of bulge-chasing algorithms, have been shown to be a viable alternative to the bulge-chasing QZ algorithm for solving the generalized eigenvalue problem for a matrix pencil A - λB. It is natural to try to devise a pole-swapping algorithm that solves the standard eigenvalue problem for a single matrix A. This paper introduces such an algorithm and shows that it is competitive with Francis's bulge-chasing QR algorithm.
format Preprint
id arxiv_https___arxiv_org_abs_2411_17671
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle The RQR algorithm
Camps, Daan
Mach, Thomas
Vandebril, Raf
Watkins, David S.
Numerical Analysis
65F15, 15A18
Pole-swapping algorithms, generalizations of bulge-chasing algorithms, have been shown to be a viable alternative to the bulge-chasing QZ algorithm for solving the generalized eigenvalue problem for a matrix pencil A - λB. It is natural to try to devise a pole-swapping algorithm that solves the standard eigenvalue problem for a single matrix A. This paper introduces such an algorithm and shows that it is competitive with Francis's bulge-chasing QR algorithm.
title The RQR algorithm
topic Numerical Analysis
65F15, 15A18
url https://arxiv.org/abs/2411.17671