A Comparison of the PLU and QR Methods for Determining Eigenvalues of Real Hessenberg Matrices.
CALIFORNIA UNIV BERKELEY ELECTRONICS RESEARCH LAB
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The LU algorithm with interchanges herein after PLU should be substantially faster than the QR, based on an order n squared count of floating point arithmetic operations, and is essentially stable. If this comparison held in actual executions of these two algorithms, and if the PLU provided convergence on most matrices, it would be a strong case for using the PLU instead of QR. In actual timings of the algorithms on test matrices, the PLU algorithm did not yield as substantial a savings as was predicted by this traditional operation count. This anomaly is considered. Modified author abstract
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