Symmetric QR Algorithm with Permutations
In this paper, we present the QR Algorithm with Permutations that shows an improved convergence rate compared to the classical QR algorithm. We determine a bound for performance based on best instantaneous convergence, and develop low complexity methods for computing the permutation matrices at ever...
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Zusammenfassung: | In this paper, we present the QR Algorithm with Permutations that shows an
improved convergence rate compared to the classical QR algorithm. We determine
a bound for performance based on best instantaneous convergence, and develop
low complexity methods for computing the permutation matrices at every
iteration. We use simulations to verify the improvement, and to compare the
performance of proposed algorithms to the classical QR algorithm. |
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DOI: | 10.48550/arxiv.1402.5086 |