Fast and stable unitary QR algorithm

Aurentz J. Mach T. Vandebril R. Watkins D.S.
Electronic Transactions on Numerical Analysis
Volumen 44 páginas 327 - 341
2015-01-01
Citas: 7
Abstract
Copyright © 2015, Kent State University.A fast Fortran implementation of a variant of Gragg's unitary Hessenberg QR algorithm is presented. It is proved, moreover, that all QR- And QZ-like algorithms for the unitary eigenvalue problems are equivalent. The algorithm is backward stable. Numerical experiments are presented that confirm the backward stability and compare the speed and accuracy of this algorithm with other methods.
Core transformations rotators, Eigenvalue, Francis's QR algorithm, Unitary matrix
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