On deflations in extended QR algorithms

T Mach, R Vandebril - SIAM Journal on Matrix Analysis and Applications, 2014 - SIAM
SIAM Journal on Matrix Analysis and Applications, 2014SIAM
In this paper we discuss the deflation criterion used in the extended QR algorithm based on
the chasing of rotations. We provide absolute and relative perturbation bounds for this
deflation criterion. Further, we present a generalization of aggressive early deflation to the
extended QR algorithms. Aggressive early deflation is the key technique for the identification
and deflation of already converged, but hidden, eigenvalues. Often these possibilities for
deflation are not detected by the standard technique. We present numerical results …
In this paper we discuss the deflation criterion used in the extended QR algorithm based on the chasing of rotations. We provide absolute and relative perturbation bounds for this deflation criterion. Further, we present a generalization of aggressive early deflation to the extended QR algorithms. Aggressive early deflation is the key technique for the identification and deflation of already converged, but hidden, eigenvalues. Often these possibilities for deflation are not detected by the standard technique. We present numerical results underpinning the power of aggressive early deflation also in the context of extended QR algorithms. We further generalize these ideas by the transcription of middle deflations.
Society for Industrial and Applied Mathematics
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