Generalized rayleigh quotient shift strategy in QR algorithm for eigenvalue problems

  • Authors:

  • Yifan Liu;Zheng Su

  • Affiliations:

  • Stanford University, Stanford, CA;Stanford University, Stanford, CA

  • Venue:
  • NAA'04 Proceedings of the Third international conference on Numerical Analysis and its Applications
  • Year:
  • 2004

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Abstract

QR algorithm for eigenproblems is often applied with single or double shift strategies. To save computation effort, double implicit shift technique is employed. In Watkins and Elsner[1], a higher-order shift strategy, generalized Rayleigh quotient shift strategy, is introduced. In this paper, we give a generalization of the double implicit shift technique for the higher-order strategy, and compare the computation cost for different orders with numerical experiments.