The RQR algorithm
Numerical Analysis
2025-04-29 v2 Numerical Analysis
Abstract
Pole-swapping algorithms, generalizations of bulge-chasing algorithms, have been shown to be a viable alternative to the bulge-chasing QZ algorithm for solving the generalized eigenvalue problem for a matrix pencil A - {\lambda}B. It is natural to try to devise a pole-swapping algorithm that solves the standard eigenvalue problem for a single matrix A. This paper introduces such an algorithm and shows that it is competitive with Francis's bulge-chasing QR algorithm.
Cite
@article{arxiv.2411.17671,
title = {The RQR algorithm},
author = {Daan Camps and Thomas Mach and Raf Vandebril and David S. Watkins},
journal= {arXiv preprint arXiv:2411.17671},
year = {2025}
}
Comments
10 pages, 1 figure