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A multishift QR iteration without computation of the shifts

✍ Scribed by Augustin A. Dubrulle; Gene H. Golub


Publisher
Springer US
Year
1994
Tongue
English
Weight
486 KB
Volume
7
Category
Article
ISSN
1017-1398

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We propose a new QR-like algorithm, symmetric squared QR (SSQR) method, that can be readily parallelized using commonly available parallel computational primitives such as matrix-matrix multiplication and QR decomposition. The algorithm converges quadratically and the quadratic convergence is achiev