The periodic QR algorithm is a disguised QR algorithm
- 作者：Daniel Kressner
- 关键词：QR algorithm ; Block cyclic matrices ; Matrix products
- 刊名：Linear Algebra and its Applications
- 出版年：2006
- 期刊代码：38_00243795
- 类别：mt
- 出版时间：1 September 2006
- 卷：417
- 期：2-3
- 页码：423-433
- 文件大小：141 K
摘要
The periodic QR algorithm is a strongly backward stable method for computing the eigenvalues of products of matrices, or equivalently for computing the eigenvalues of block cyclic matrices. The main purpose of this paper is to show that this algorithm is numerically equivalent to the standard QR algorithm. It will be demonstrated how this connection may be used to develop a better understanding of the periodic QR algorithm.