A Technique to Have a Convergence for the QR Algorithm
Muzafar Hama · 2012
We propose the constant h := � Z� + 1, for a given matrix norm, to separate two eigenvalues which have the same modulus. This constant allows us to generalize the theorem of convergence of the QR Francis method [4] for a matrix Z which has distinct eigenvalues. This constant implies the convergence of the QR method for Godunov matrix. Mathematics Subject Classification: 65F15, 15A18