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An error analysis of a unitary Hessenberg QR algorithm

Stewart, Michael

Description

Several direct implementations of the QR algorithm for a unitary Hessenberg matrix are numerically unstable. In this paper we give an analysis showing how the instability in a particular rational form of the algorithm specialized to the case of a unimodular shift comes from two sources: loss of accuracy due to cancellation in a particular formula and a dynamic instability in the propagation of the normalization conditions on the Schur parameters and complementary parameters used to represent...[Show more]

CollectionsANU Research Publications
Date published: 1998
Type: Working/Technical Paper
URI: http://hdl.handle.net/1885/40737
http://digitalcollections.anu.edu.au/handle/1885/40737

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