Timeline for Why does the random shift in the QR eigenvalue algorithm work in the non-symmetric case over the complex field
Current License: CC BY-SA 4.0
5 events
when toggle format | what | by | license | comment | |
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Oct 19 at 18:01 | comment | converted from answer | Eteri and Yuri | This is the follow up to our comment from Oct 12, 2024, which we could not edit. We found a lecture by Jim Lambers, implemented this method, and so far it works best for convergence web.stanford.edu/class/cme335/lecture5 | |
Oct 12 at 16:58 | comment | converted from answer | Eteri and Yuri | We tried an extension of your idea for non symmetric Companion matrices for polynomial roots. We are using several types of shifts, coded as enumerations: 1. Matrix[last][last] 2. Either Wilkinson shift from last 2x2 sub matrix (if real solutions present) OR real eigenvalue of last 3x3 sub matrix 3. Matrix[0][0] 4. Either Wilkinson shift from first 2x2 sub matrix (if real solutions present) OR real eigenvalue of first 3x3 sub matrix After every 200 QR&RQ iterations, the algorithm moves to next type of shift. So far, all cases of non convergence have gone away. | |
S Jun 2 at 22:56 | history | suggested | mathworker21 | CC BY-SA 4.0 |
fixed typo
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Jun 2 at 21:05 | review | Suggested edits | |||
S Jun 2 at 22:56 | |||||
Jun 2 at 5:43 | history | asked | fedja | CC BY-SA 4.0 |