The Asymptotics of Wilkinson's Iteration: Loss of Cubic Convergence

One of the most widely used methods for eigenvalue computation is the $QR$ iteration with Wilkinson's shift: here the shift $s$ is the eigenvalue of the bottom $2\times 2$ principal minor closest to the corner entry. It has been a long-standing conjecture that the rate of convergence of the algorithm is cubic. In contrast, we show that there exist matrices for which the rate of convergence is strictly quadratic. More precisely, let $T_X$ be the $3 \times 3$ matrix having only two nonzero entries $(T_X)_{12} = (T_X)_{21} = 1$ and let $T_L$ be the set of real, symmetric tridiagonal matrices with the same spectrum as $T_X$. There exists a neighborhood $U \subset T_L$ of $T_X$ which is invariant under Wilkinson's shift strategy with the following properties. For $T_0 \in U$, the sequence of iterates $(T_k)$ exhibits either strictly quadratic or strictly cubic convergence to zero of the entry $(T_k)_{23}$. In fact, quadratic convergence occurs exactly when $\lim T_k = T_X$. Let $X$ be the union of such quadratically convergent sequences $(T_k)$: the set $X$ has Hausdorff dimension 1 and is a union of disjoint arcs $X^\sigma$ meeting at $T_X$, where $\sigma$ ranges over a Cantor set.Comment: 20 pages, 8 figures. Some passages rewritten for clarit

Multifractality at the spin quantum Hall transition

Statistical properties of critical wave functions at the spin quantum Hall transition are studied both numerically and analytically (via mapping onto the classical percolation). It is shown that the index $\eta$ characterizing the decay of wave function correlations is equal to 1/4, at variance with the $r^{-1/2}$ decay of the diffusion propagator. The multifractality spectra of eigenfunctions and of two-point conductances are found to be close-to-parabolic, $\Delta_q\simeq q(1-q)/8$ and $X_q\simeq q(3-q)/4$.Comment: 4 pages, 3 figure

Multifractality of wavefunctions at the quantum Hall transition revisited

We investigate numerically the statistics of wavefunction amplitudes $\psi({\bf r})$ at the integer quantum Hall transition. It is demonstrated that in the limit of a large system size the distribution function of $|\psi|^2$ is log-normal, so that the multifractal spectrum $f(\alpha)$ is exactly parabolic. Our findings lend strong support to a recent conjecture for a critical theory of the quantum Hall transition.Comment: 4 pages Late

Two-sided Grassmann-Rayleigh quotient iteration

The two-sided Rayleigh quotient iteration proposed by Ostrowski computes a pair of corresponding left-right eigenvectors of a matrix $C$. We propose a Grassmannian version of this iteration, i.e., its iterates are pairs of $p$-dimensional subspaces instead of one-dimensional subspaces in the classical case. The new iteration generically converges locally cubically to the pairs of left-right $p$-dimensional invariant subspaces of $C$. Moreover, Grassmannian versions of the Rayleigh quotient iteration are given for the generalized Hermitian eigenproblem, the Hamiltonian eigenproblem and the skew-Hamiltonian eigenproblem.Comment: The text is identical to a manuscript that was submitted for publication on 19 April 200

Open problems in numerical linear algebra

Demmel, J.W.. (1992). Open problems in numerical linear algebra. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/1879

Evaluation of Sparse LU Factorization and Triangular Solution on Multicore Platforms ⋆

Abstract. The Chip Multiprocessor (CMP) will be the basic building block for computer systems ranging from laptops to supercomputers. New software developments at all levels are needed to fully utilize these systems. In this work, we evaluate performance of different highperformance sparse LU factorization and triangular solution algorithms on several representative multicore machines. We include both pthreads and MPI implementations in this study, and found that the pthreads implementation consistently delivers good performance and a left-looking algorithm is usually superior.