Publikationen des Lehrstuhls Datenassimilation

The RQR algorithm

Autoren: Daan Camps, Thomas Mach, Raf Vandebril, David S. Watkins (2024)

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 - λB. 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.

Zeitschrift:
arXiv
Seiten:
arXiv:2411.17671

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