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05/13/2022
Global Convergence of Hessenberg Shifted QR II: Numerical Stability
We develop a framework for proving rapid convergence of shifted QR algor...
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05/13/2022
Global Convergence of Hessenberg Shifted QR III: Approximate Ritz Values via Shifted Inverse Iteration
We give a self-contained randomized algorithm based on shifted inverse i...
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11/15/2021
Global Convergence of Hessenberg Shifted QR I: Dynamics
Rapid convergence of the shifted QR algorithm on symmetric matrices was ...
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05/18/2020
Overlaps, Eigenvalue Gaps, and Pseudospectrum under real Ginibre and Absolutely Continuous Perturbations
Let G_n be an n × n matrix with real i.i.d. N(0,1/n) entries, let A be a...
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12/18/2019
Pseudospectral Shattering, the Sign Function, and Diagonalization in Nearly Matrix Multiplication Time
We exhibit a randomized algorithm which given a square n× n complex matr...
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04/12/2019