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Necessary and sufficient conditions for convergence of the QR algorithm on Hessenberg matrix

Published: 01 January 1966 Publication History

Abstract

The QR Algorithm was developed1 to find the eigen - values of real or complex matrices. We shall consider it here in the context of exact arithmetic.
Sufficient conditions for convergence, listed in order of increasing strength, have been given.1,2,3,7 It seems that necessary and sufficient conditions would be very complicated for a general matrix.

References

[1]
J G F FRANCIS The QR transformation, parts I and II Comp Jour 4 pp 265, 322 1960/61
[2]
B H KUBLANOVSKAJA On some algorithms for the solution of the complete problem of proper values Jour of Comput Math and Math Phys July 1961
[3]
B PARLETT Convergence of the QR algorithm Numer Math 7 pp 187-193 1965
[4]
B PARLETT The LU and QR transformations, mathematical methods for digital computers Vol II Wiley 1966
[5]
B PARLETT Singular and invarient matrices under the QR algorithm
[6]
B PARLETT Canonical decomposition of hessenberg matrices
[7]
J H WILKINSON Convergence of the LU and QR algorithms Comp Journal 1965
[8]
J H WILKINSON The algebraic eigenvalue problem Oxford University Press 1965
[9]
A S HOUSEHOLDER Theory of matrices in numerical analysis Blaisdell Publishing Co 1964 page 12

Cited By

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  • (2009)Remarques sur la convergence de la méthode Q.R.Revue française d'informatique et de recherche opérationnelle10.1051/m2an/196802R3010312:13(103-112)Online publication date: 4-May-2009
  • (1981)Computational methods of linear algebraJournal of Soviet Mathematics10.1007/BF0108654415:5(531-650)Online publication date: 1981

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  1. Necessary and sufficient conditions for convergence of the QR algorithm on Hessenberg matrix

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      cover image ACM Conferences
      ACM '66: Proceedings of the 1966 21st national conference
      January 1966
      545 pages
      ISBN:9781450379151
      DOI:10.1145/800256
      Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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      Association for Computing Machinery

      New York, NY, United States

      Publication History

      Published: 01 January 1966

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      View all
      • (2009)Remarques sur la convergence de la méthode Q.R.Revue française d'informatique et de recherche opérationnelle10.1051/m2an/196802R3010312:13(103-112)Online publication date: 4-May-2009
      • (1981)Computational methods of linear algebraJournal of Soviet Mathematics10.1007/BF0108654415:5(531-650)Online publication date: 1981

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