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Exact finite Francis single- or double-shift Hessenberg QR step
Definition
Input an exact upper-Hessenberg matrix , with or and , and exactly one shift descriptor:
- Complex single shift: and . Set and .
- Real double shift: , , and with . In the ordinary Francis branch, and are the trace and determinant of the trailing block; a declared exceptional shift may supply another real pair. Set .
Form . For a Hessenberg , is supported in its first entries; compute only those entries. If , return , , and status zero-shift-vector. Otherwise choose a Householder reflector on the first coordinates with , embed it in , and set , .
For , in increasing order, let . Thus has at most three indices in a real double shift and at most two in a complex single shift. Extract . If , use the identity on ; otherwise choose a Householder reflector on sending to a multiple of its first coordinate vector. Embed in the identity, update , and append it to on the right. After the finite chase, check the exact matrix zero pattern and the first-column condition. Return completed only if the output is upper Hessenberg and is proportional to ; otherwise return bulge-chase-invariant-failure with the partial similarity factors. The procedure makes no convergence claim.
Depends on
- Upper Hessenberg matrices and real symmetric tridiagonal matrices
- Unshifted QR iteration, shifted QR iteration, deflation, and the Wilkinson shift
- Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries
- A compact Francis bulge chase preserves Hessenberg form and the initial direction
- The real Francis double-shift polynomial is real and annihilates its trailing block
Used by
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Sources
- James Demmel, Applied Numerical Linear Algebra, §4.4.8 (standard reference, not scraped)
- David Bindel, CS 6210 Matrix Computations, Hessenberg QR iteration (standard reference, not scraped)