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Convergence of the unitary algorithm with a unimodular Wilkinson shift
Authors:Tai-Lin Wang  William B Gragg
Institution:Department of Mathematical Sciences, National Chengchi University, Taipei, Taiwan, Republic of China ; Department of Mathematics, Naval Postgraduate School, Monterey, California 93943
Abstract:In applying the $QR$ algorithm to compute the eigenvalues of a unitary Hessenberg matrix, a projected Wilkinson shift of unit modulus is proposed and proved to give global convergence with (at least) a quadratic asymptotic rate for the $QR$ iteration. Experimental testing demonstrates that the unimodular shift produces more efficient numerical convergence.

Keywords:$QR$ algorithm  shift strategy  unitary Hessenberg matrices
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