Computer Science NASC Seminar

Francis's Algorithm

David Watkins, Washington State University

September 27, 2013 10:00AM
Warren Weaver Hall, Room 1302
251 Mercer Street
New York, NY, 10012-1110
(Directions)

Fall 2013 NASC Seminars Calendar

Synopsis

John Francis’s implicitly shifted QR algorithm turned the problem of
matrix eigenvalue computation from difficult to routine almost overnight
some fifty years ago. It was named one of the top ten algorithms of the
twentieth century by Dongarra and Sullivan, and it continues to be the
most important workhorse for eigensystem computations. This talk,
which is partly historical, partly pedagogical, and somewhat opinionated,
will describe a novel approach to and a novel way of thinking about
this important algorithm. The new approach is highly economical
and exposes clearly the connections between Francis's algorithm
and other important matrix computation algorithms.


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