A Novel Approach to the Shifted QR Algorithm for the Hermitian Eigenvalue Problem

Proceedings of the IEEE Conference on Decision and Control

Volumn 3, Issue , 2003, Pages 2364-2367

  Nikpour, M ^a   Manton, J H ^a   Mareels, I M Y ^a  

^a UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; MATHEMATICAL MODELS; MATRIX ALGEBRA; PERTURBATION TECHNIQUES; PROBLEM SOLVING; SET THEORY;

ASYMPTOTIC CONVERGENCE; HERMITIAN PERTURBATION MATRIX;

EIGENVALUES AND EIGENFUNCTIONS;

EID: 1542378828     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (7)

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2. B. N. Parlett, The Symmetric Eigenvalue Problem, Prentice-Hall, Englewood Cliffs, NJ, 1980.
3. G. W. Stewart and Ji-Guang Sun, Matrix Perturbation Theory, Academic Press, San Diego, CA, 1990.
4. D. S. Watkins, "Understanding the QR algorithm," SIAM Review, vol. 24, no. 4, pp. 427-440, October 1982.
5. Knut Huper, "A calculus approach to matrix eigenvalue problems," Habilitation Thesis, July 2002.
6. Jonathan H. Manton, "Optimisation algorithms exploiting unitary constraints," IEEE Trans. Signal Processing, vol. 50, no. 3, pp. 635-650, October 2002.
7. S. Batterson and J. Smillie, "The dynamics of Rayleigh quotient iteration," SIAM J. Numer. Anal., vol. 26, no. 3, pp. 624-636, June 1989.