Efficient Implementation of the Multishift $QR$ Algorithm for the Unitary Eigenvalue Problem

Roden Jason A. David, David S. Watkins · SIAM Journal on Matrix Analysis and Applications · 2006

We present an efficient implementation of the multishift $QR$ algorithm for computing the eigenvalues of a unitary matrix. The algorithm can perform $QR$ iterations of arbitrary degree, is conceptually simple, and is backward stable.

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