The Multishift QR Algorithm. Part II: Aggressive Early Deflation

Authors:
Karen Braman;Ralph Byers;Roy Mathias
Affiliations:
-;-;-
Venue:
SIAM Journal on Matrix Analysis and Applications
Year:
2001

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Abstract

Aggressive early deflation is a QR algorithm deflation strategy that takes advantage of matrix perturbations outside of the subdiagonal entries of the Hessenberg QR iterate. It identifies and deflates converged eigenvalues long before the classic small-subdiagonal strategy would. The new deflation strategy enhances the performance of conventional large-bulge multishift QR algorithms, but it is particularly effective in combination with the small-bulge multishift QR algorithm. The small-bulge multishift QR sweep with aggressive early deflation maintains a high rate of execution of floating point operations while significantly reducing the number of operations required.