QR-like algorithms for the nonsymmetric eigenvalue problem

  • Authors:
  • J. B. Haag;D. S. Watkins

  • Affiliations:
  • Humboldt State Univ., Arcata, CA;Washington State Univ., Pullman

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 1993

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Abstract

Hybrid codes that combine elements of the QR and LR algorithms are described. The codes can calculate the eigenvalues and, optionally, eigenvectors of real, nonsymmetric matrices. Extensive tests are presented as evidence that, for certain choices of parameters, the hybrid codes possess the same high reliability as the QR algorithm and are significantly faster. The greatest success has been achieved with the codes that calculate eigenvalues only. These can do the task in 15% to 50% less time than the QR algorithm.