Convergence of Algorithms of DecompositionType for the Eigenvalue ProblemD

  • . S. Watkins
  • Published 1995
We develop the theory of convergence of a generic GR algorithm for the matrix eigenvalue problem that includes the QR, LR, SR, and other algorithms as special cases. Our formulation allows for shifts of origin and multiple GR steps. The convergence theory is based on the idea that the GR algorithm performs nested subspace iteration with a change of… CONTINUE READING