PERFORMANCE OF THE QZ ALGORITHM IN THE PRESENCE OF INFINITE EIGENVALUES.

The implicitly shifted (bulge-chasing) QZ algorithm is the most popular method for solving the generalized eigenvalue problem Av = λBv. This paper explains why the QZ algorithm functions well even in the presence of infinite eigenvalues. The key to rapid convergence of QZ (and QR) algorithms is the effective transmission of shifts during the bulge chase. In this paper the mechanism of transmission of shifts is identified, and it is shown that this mechanism is not disrupted by the presence of infinite eigenvalues. Both the QZ algorithm and the preliminary reduction to Hessenberg-triangular form tend to push the infinite eigenvalues toward the top of the pencil. Thus they should be deflated at the top. [ABSTRACT FROM AUTHOR]