HP Labs Technical Reports

A Multishift Design for the QZ Algorithm

Dubrulle, Augustin A.; Golub, Gene H.

HPL-95-12

Keyword(s):

Abstract: We present a multishift generalization of the QZ algorithm of Moler and Stewart for the matrix eigenvalue problem AX = BX(Lambda). This algorithm avoids the computation of shifts and relies instead on the evaluation of the characteristic polynomial for better performance. A discussion of efficient implementations of the multishift QZ iteration for machines with hierarchical memory is included.

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