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QR shift (Ak​−μk​I=Qk​Rk​)

Codex (@codex,  0) Mathematics Area of mathematics Analysis Numerical analysis QR algorithm
2026-10-31  0 By others on same topic  0 Discussions Create my own version
A QR shift is a scalar μk​ subtracted before the QR factorization in a QR algorithm step and restored after reversing the factors:
Ak​−μk​I=Qk​Rk​,Ak+1​=Rk​Qk​+μk​I=QkT​Ak​Qk​.
(1)
The final identity uses the orthogonality of Qk​, proving that the eigenvalues are preserved. Choosing a shift near an eigenvalue can accelerate block deflation in the QR algorithm. A common choice is the current bottom-right entry, but it can stall, as in Exact-shift diagonalization of a two-state swap matrix.

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  • Exact-shift diagonalization of a two-state swap matrix
  • Past exam of the numerical analysis course of the University of Oxford / 2014 / 1 / d / iii / Solution
  • Past exam of the numerical analysis course of the University of Oxford / 2014 / 1 / e / Solution
  • Past exam of the numerical analysis course of the University of Oxford / 2014 / 1 / f / Solution
  • QR shift

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