Convergence of the tridiagonal \(QR\) algorithm
An elementary and constructive proof is given for the global convergence of the symmetric tridiagonal \(QR\) algorithm with Wilkinson's shift. It is also shown that the asymptotic convergence rate is essentially cubic, as has long been observed in numerical experiments. A general mixed shift strategy is also presented with global convergence and cubic rate.
scientific article; zbMATH DE number 1559338
scientific article