Symmetric QR Algorithm with Permutations
Numerical Analysis
2014-02-21 v1 Mathematical Software
Numerical Analysis
Abstract
In this paper, we present the QR Algorithm with Permutations that shows an improved convergence rate compared to the classical QR algorithm. We determine a bound for performance based on best instantaneous convergence, and develop low complexity methods for computing the permutation matrices at every iteration. We use simulations to verify the improvement, and to compare the performance of proposed algorithms to the classical QR algorithm.
Cite
@article{arxiv.1402.5086,
title = {Symmetric QR Algorithm with Permutations},
author = {Aravindh Krishnamoorthy},
journal= {arXiv preprint arXiv:1402.5086},
year = {2014}
}