Abstract

The QR algorithm is one of the most widely used algorithms for calculating the eigenvalues of matrices. The multishift QR algorithm with multiplicity m is a version that effects m iterations of the QR algorithm at a time. It is known that roundoff errors cause the multishift QR algorithm to perform poorly when m is large. In this paper the mechanism by which the shifts are transmitted through the matrix in the course of a multishift QR iteration is identified. Numerical evidence showing that the mechanism works well when m is small and poorly when m is large is presented. When the mechanism works poorly, the convergence of the algorithm is degraded proportionately.

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