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AN ERROR ANALYSIS OF A UNITARY HESSENBERG QR ALGORITHM.
- Source :
-
SIAM Journal on Matrix Analysis & Applications . 2006, Vol. 28 Issue 1, p40-67. 28p. - Publication Year :
- 2006
-
Abstract
- This paper proves the stability of a variant of Gragg's unitary Hessenberg QR algorithm (UHQR). It is shown that a single UHQR iteration with numerically unimodular shift applied to the Schur parameters and complementary parameters of a unitary Hessenberg matrix H gives computed parameters for QHHQ that are close to those obtained from a perturbed set of parameters using a perturbed shift with no numerical error. The perturbations of the parameters and the shift are bounded. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 08954798
- Volume :
- 28
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- SIAM Journal on Matrix Analysis & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 21489518
- Full Text :
- https://doi.org/10.1137/04061948X