Blurring
of Shifts in the Multi-Shift QR Algorithm:
Numerical Experiments using UBASIC
Roden Jason A. David
Mathematics Department
Ateneo de Manila University
ABSTRACT -- The multi-shift
QR algorithm for approximating the eigenvalues
of a full matrix is known to have convergence problems
if the number of shifts used in one iteration is large.
The mechanism by which the values of the shifts are
being transmitted from one bulge matrix to another has
been discovered. In the presence of round-off errors,
however, the values of the shifts are blurred in certain
bulge matrices causing the QR algorithm to
miss the true eigenvalues of the matrix. In this paper,
we give the maximum number of shifts that can be used
in one iteration to keep the values of the shifts from
blurring. We use the UBASIC language, and specify the
minimum level of precision that maintains well-focused
shifts.
KEYWORDS -- eigenvalues, QR
algorithm, Schur upper triangular form, bulge-chase
technique, Hessenberg form, blurring of shifts