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A Wilkinson-like multishift QR algorithm for symmetric eigenvalue problems and its global convergence
Authors:Kensuke Aishima  Takayasu MatsuoKazuo Murota  Masaaki Sugihara
Institution:University of Tokyo, Hongo 7-3-1, Bunkyo-ku, Tokyo, Japan
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.
Keywords:65F15
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