A fast Fortran implementation of a variant of Gragg's unitary Hessenberg QR algorithm is presented. It is proved, moreover, that all QR- And QZ-like algorithms for the unitary eigenvalue problems are equivalent. The algorithm is backward stable. Numerical experiments are presented that confirm the backward stability and compare the speed and accuracy of this algorithm with other methods.
|Number of pages||15|
|Journal||Electronic Transactions on Numerical Analysis|
|Publication status||Published - 2015|
- Core transformations rotators
- Francis's QR algorithm
- Unitary matrix
ASJC Scopus subject areas