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The QR Algorithm for Real Symmetric Matrices with Multiple Eigenvalues
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The QR Algorithm for Real Symmetric Matrices with Multiple Eigenvalues
The QR Algorithm for Real Symmetric Matrices with Multiple Eigenvalues
JW
J. H. Wilkinson
J. H. Wilkinson
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1 April 1965
journal article
Published by
Oxford University Press (OUP)
in
The Computer Journal
Vol. 8
(1)
,
85-87
https://doi.org/10.1093/comjnl/8.1.85
Abstract
The success of the QR algorithm depends critically on the choice of the shifts of origin. This paper describes a method of choosing this shift which ultimately gives cubic convergence to the root of smallest modulus whatever its multiplicity.
Keywords
SYMMETRIC MATRICES
QR ALGORITHM
CONVERGENCE
EIGENVALUES
CUBIC
CHOOSING
SMALLEST
ULTIMATELY
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