Generalized Rayleigh Quotient Shift Strategy in QR Algorithm for Eigenvalue Problems
QR algorithm for eigenproblems is often applied with single or double shift strategies. To save computation effort, double implicit shift technique is employed. In Watkins and Elsner, a higher-order shift strategy, generalized Rayleigh quotient shift strategy, is introduced. In this paper, we give a generalization of the double implicit shift technique for the higher-order strategy, and compare the computation cost for different orders with numerical experiments.
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