Concept

Francis's double shift — where it appears

The step of the QR algorithm that applies two conjugate complex shifts at once while staying in real arithmetic, by chasing a small bulge down a Hessenberg matrix. It is how a real nonsymmetric eigenvalue problem converges to its complex pairs without complex numbers.

Named by 2 essays across 2 fields — each of them below, with the objects they name alongside it.

0.46-1.11.5-0.470.2-0.181.90.690.42-0.160.028-0.0160-1.50.160.880.099-0.1100.680.762.30.930.0480-0.250.110.952.11.500001.52.3after reflector 2the highlighted entries are the bulge — the only thing that is not Hessenbergentries below the subdiagonal3reflectors used2reflectors in a whole step5the shifts are never formed — only their sum and productand both of those are real

Two shifts that are never formed

The double shift is defined as a factorisation of (A − μI)(A − μ̄I), which nobody computes. What is computed is the first column of that product — three numbers — and the bulge those three numbers create, pushed down the subdiagonal by n − 2 reflectors until it falls off the bottom.

spectra · Francis
largest eigenvalue erroras given, order 960.043balanced, order 964.4·10⁻⁴symmetrised, order 962.2·10⁻¹²016324864809611210⁻¹⁶10⁻¹³10⁻¹⁰10⁻⁷10⁻⁴10⁻¹order nlargest |computed − exact| eigenvaluean error of one: the integers are no longer told apartas givenbalancedsymmetrisedopen dots: complex pairs returned for a real spectrumevery entry is an integer, stored exactly

Balanced is not symmetric

The Sylvester–Kac matrix is made of small integers, so a double holds it exactly, and its eigenvalues are the integers from −(n − 1) to n − 1 in steps of two. Every digit an eigensolver loses on it is therefore the solver's own, and it loses them at exactly the rate first-order perturbation theory predicts: the median error is half the prediction across 1,568 eigenvalues. Balancing, the preprocessing libraries apply for this kind of matrix, divides every condition number by about sixty and leaves their growth untouched, and at order 112 the unbalanced solver returns eighteen complex eigenvalues for a spectrum of integers.

error · Exact ground truth

Named alongside it

The objects these essays reach for when they reach for this one.

Bulge chasingDeflationEigenvalue condition numberExact ground truthHessenberg formHouseholder reflectionThe implicit Q theoremJacobi's eigenvalue methodNon-normalityOrthogonalityPerturbation theoryPseudospectrum

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