Efficient Implementation of the Multishift $QR$ Algorithm for the Unitary Eigenvalue Problem

  • Authors:
  • Roden J. A. David;David S. Watkins

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2006

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Abstract

We present an efficient implementation of the multishift $QR$ algorithm for computing the eigenvalues of a unitary matrix. The algorithm can perform $QR$ iterations of arbitrary degree, is conceptually simple, and is backward stable.