On pole-swapping algorithms for the eigenvalue problem.

ELECTRONIC TRANSACTIONS ON NUMERICAL ANALYSIS(2020)

Cited 4|Views8
No score
Abstract
Pole-swapping algorithms, which are generalizations of the QZ algorithm for the generalized eigenvalue problem, are studied. A new modular (and therefore more flexible) convergence theory that applies to all pole-swapping algorithms is developed. A key component of all such algorithms is a procedure that swaps two adjacent eigenvalues in a triangular pencil. An improved swapping routine is developed, and its superiority over existing methods is demonstrated by a backward error analysis and numerical tests. The modularity of the new convergence theory and the generality of the pole-swapping approach shed new light on bi-directional chasing algorithms, optimally packed shifts. and bulge pencils, and allow the design of novel algorithms.
More
Translated text
Key words
eigenvalue,QZ algorithm,pole swapping,convergence
AI Read Science
Must-Reading Tree
Example
Generate MRT to find the research sequence of this paper
Chat Paper
Summary is being generated by the instructions you defined