Global Convergence of Shifted QR
Nikhil Srivastava
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2024-02-06 16:15:00
2024-02-06 17:00:00
America/New_York
Global Convergence of Shifted QR
Abstract: The Shifted QR algorithm is the most widely used algorithm since the 1960's for computing the eigenvalues and eigenvectors of a dense matrix. It is a bit like the simplex algorithm in that it is specified by a "shifting strategy" (cf. pivoting strategies for simplex). There are shifting strategies which are typically very efficient in practice and on special classes of matrices, but occasionally fail, and no strategy is known to be provably rapidly convergent on every input matrix. I will report on some recent significant progress on this question, in particular a new shifting rule which converges rapidly on a small random perturbation of every matrix. Joint work with Jorge Garza Vargas and Jess Banks.
32-G449