Re: convergence of QR-algorithm

From: hansm (mittelmann_at_asu.edu)
Date: 03/20/05 

Date: 20 Mar 2005 10:04:26 -0800

Hi,
I strongly suggest you consult a good boock on numerical algebra and
study the QR algorithm. Things are much more complicated. If you work
in real arithmetic for complex-conjugate eigenvalues only a 2x2 block
will converge. However, if you have real deficient eigenvalues then
even a larger block will only converge. To make QR work and also be
efficient you have to apply a variety of measures such as initial
reduction to Hessenberg form, single/double shifts etc.
Books are Demmel, Golub&VanLoan etc
Hans Mittelmann