A new deflation criterion for the QZ algorithm

Abstract

AbstractThe QZ algorithm computes the generalized Schur form of a matrix pencil. It is an iterative algorithm and, at some point, it must decide when to deflate, that is when a generalized eigenvalue has converged and to move on to another one. Choosing a deflation criterion that makes this decision is nontrivial. If it is too strict, the algorithm might waste iterations on already converged eigenvalues. If it is not strict enough, the computed eigenvalues might not have full accuracy. Additionally, the criterion should not be computationally expensive to evaluate. There are two commonly used criteria: the elementwise criterion and the normwise criterion. This paper introduces a new deflation criterion based on the size of and the gap between the eigenvalues. We call this new deflation criterion the strict criterion. This new criterion for QZ is analogous to the criterion derived by Ahues and Tisseur for the QR algorithm. Theoretical arguments and numerical experiments suggest that the strict criterion outperforms the normwise and elementwise criteria in terms of accuracy. We also provide an example where the accuracy of the generalized eigenvalues using the elementwise or the normwise criteria is less than two digits whereas the strict criterion leads to generalized eigenvalues which are almost accurate to the working precision. Additionally, this paper evaluates some commonly used criteria for infinite eigenvalues.