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Convergence acceleration of shifted L R transformations for totally nonnegative Hessenberg matrices

Akiko Fukuda, Yusaku Yamamoto, Masashi Iwasaki, Emiko Ishiwata, Yoshimasa Nakamura (2020)

Applications of Mathematics

We design shifted L R transformations based on the integrable discrete hungry Toda equation to compute eigenvalues of totally nonnegative matrices of the banded Hessenberg form. The shifted L R transformation can be regarded as an extension of the extension employed in the well-known dqds algorithm for the symmetric tridiagonal eigenvalue problem. In this paper, we propose a new and effective shift strategy for the sequence of shifted L R transformations by considering the concept of the Newton shift....

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