著者

山本 有作

出版者

一般社団法人日本応用数理学会

雑誌

日本応用数理学会論文誌 (ISSN:09172246)

巻号頁・発行日

vol.16, no.4, pp.507-534, 2006-12-25

被引用文献数

1

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The QR algorithm is one of the most reliable and widely used methods to compute the eigenvalues of symmetric and nonsymmetric matrices. However, it is not straightforward to execute the QR algorithm efficiently on modern architectures such as processors with hierarchical memory or parallel computers because of its inherent sequential nature and low data reference locality. To overcome this difficulty, Bai & Demmel proposed the multishift QR algorithm in 1989 and this idea has been greatly expanded since then. In this paper, we introduce the basic theory of the multishift QR algorithm and review recent developments to improve its efficiency, such as the two-tone QR algorithm, aggressive early deflation and the fully-pipelined multishift QR algorithm. Directions for future research are also discussed.