The QR Algorithm

Computing in Science and Engineering

Volumn 2, Issue 1, 2000, Pages 38-42

  Parlett, Beresford N ^a,b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0002919063     PISSN: 15219615     EISSN: None     Source Type: Journal    
DOI: 10.1109/5992.814656     Document Type: Article

References (13)

1. A. Jennings and J.J. McKeown, Matrix Computations, 2nd ed., John Wiley, New York., 1977.
2. D.K. Faddeev and V.N. Faddeeva, Computational Methods of Linear Algebra, W.H. Freeman and Co., San Francisco, 1963.
3. E. Anderson et al., LAPACK Users' Guide, 2nd ed., SIAM, Philadelphia, 1995.
4. J.H. Wilkinson, "Convergence of the LR, QR, and Related Algorithms," The Computer J., No. 4, 1965, pp. 77-84.
5. G.H. Golub and C.F. Van Loan, Matrix Computations, 3rd ed., The Johns Hopkins Univ. Press, Baltimore, 1996.
6. B.N. Parlett, "Global Convergence of the Basic QR Algorithm on Hessenberg Matrices," Mathematics of Computation, No. 22, 1968, pp. 803-817.
7. J.G.F Francis, "The QR Transformation, Parts I and II," The Computer J., No. 4, 1961-1962, pp. 265-271 and 332-345.
8. S. Batterson and D. Day, "Linear Convergence in the Shifted QR Algorithm," Mathematics of Computation, No. 59, 1992, pp. 141-151.
9. B.N. Parlett, The Symmetric Eigenvalue Problem, 2nd ed., SIAM, Philadelphia, 1998.
10. H. Rutishauser, "Der Quotienten-Differenzen-Algorithmus," Zeitung der Angewandte Mathematik und Physik, No. 5, 1954, pp. 233-251.
11. H. Rutishauser, "Solution of Eigenvalue Problems with the LR-Transformation," Nat'l Bureau Standards Applied Mathematics Series, No. 49, 1958, pp. 47-81.
12. V.N. Kublanovskaya, "On Some Algorithms for the Solution of the Complete Eigenvalue Problem," USSR Computational Mathematics and Physics, No. 3, 1961, pp. 637-657.
13. Y. Saad, Numerical Methods for Large Eigenvalue Problems, Manchester Univ. Press, Manchester, UK, 1992.