Global Convergence of Hessenberg Shifted QR II: Numerical Stability

arxiv(2022)

引用 0|浏览9
暂无评分
摘要
We develop a framework for proving rapid convergence of shifted QR algorithms which use Ritz values as shifts, in finite arithmetic. Our key contribution is a dichotomy result which addresses the known forward-instability issues surrounding the shifted QR iteration [Parlett and Le 1993]: we give a procedure which provably either computes a set of approximate Ritz values of a Hessenberg matrix with good forward stability properties, or leads to early decoupling of the matrix via a small number of QR steps. Using this framework, we show that the shifting strategy introduced in Part I of this series [Banks, Garza-Vargas, and Srivastava 2021] converges rapidly in finite arithmetic with a polylogarithmic bound on the number of bits of precision required, when invoked on matrices of controlled eigenvector condition number and minimum eigenvalue gap.
更多
查看译文
关键词
hessenberg shifted qr ii,stability,global convergence
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要