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


National Electronics and Computer Technology Center (NECTEC)
Copyright  © 2001 By Information System Service Section. All right reserved.