Abstract
In this paper we revisit the problem of performing a QR-step on an unreduced
Hessenberg matrix H when we know an "exact" eigenvalue ?0 of H. Under exact arithmetic, this
eigenvalue will appear on diagonal of the transformed Hessenberg matrix H~ and will be decoupled
from the remaining part of the Hessenberg matrix, thus resulting in a deflation. But it is well known
that in finite precision arithmetic the so-called perfect shift can get blurred and that the eigenvalue ?0
can then not be deflated and/or is perturbed significantly. In this paper, we develop a new strategy
for computing such a QR step so that the deflation is almost always successful. We also show how
to extend this technique to double QR-steps with complex conjugate shifts.
Anno
2018
Autori IAC
Tipo pubblicazione
Altri Autori
Nicola Mastronardi, Paul Van Dooren
Editore
Society for Industrial and Applied Mathematics ,
Rivista
SIAM journal on matrix analysis and applications (Print)