Where exactly does entanglement appear in Shor's algorithm?

One deals with the notion of superposition when studying Shor's algorithm, but how about entanglement? Where exactly does it appear in this particular circuit?

I assume it is not yet present in the initial state $$\left|0\right>\left|0\right>$$, but how about in further process, after applying Hadamard gates, the controlled-U gates and the inverse Fourier transform?

I understand that the first and second registers have to be entangled, otherwise, the final measurement on one of them wouldn't collapse the other one, which gives us the period (well, kind of, we need to use continuous fractions to infer it).

• It is worth knowing that every interesting quantum computation on pure states has to contain entanglement somewhere. If it doesn’t, the circuit is easily simulated on a classical computer. Of course, that doesn’t explain the ‘where’ for a particular circuit, but that’s already in your answer! May 22, 2018 at 6:12
• @DaftWullie entanglement is not enough for quantum advantage, per Gottesman-Knill theorem. Sep 3, 2021 at 12:20
• @Mauricio necessary is not the same as sufficient! Sep 3, 2021 at 13:12

Your question contains the answer, as you mention the controlled-U gate which is an entangling gate. You will see in the page I linked, that the action of c-U on $|+\rangle|0\rangle$ for example can turn the state into one which cannot be written as a product:
$|+\rangle|0\rangle = \left( \frac{|0\rangle+|1\rangle}{\sqrt{2}} \right)\otimes |0\rangle = \left( \frac{|00\rangle+|10\rangle}{\sqrt{2}} \right)= \left( \frac{|00\rangle+|1\rangle U| 0\rangle}{\sqrt{2}} \right) = \left( \frac{|00\rangle+|1\rangle \left(u_{00}|0\rangle + u_{10}|1\rangle\right)}{\sqrt{2}} \right)$
In the last step, I used the definition of $U$ from the linked controlled-U description:
An example where this gate is entangling is where $u_{00}$ = 0 and $u_{10}=1$, which is just the $\rm{CNOT}$ gate. In that case we get $\frac{1}{\sqrt{2}}(|00\rangle + |11\rangle)$ which is the Bell state and is maximally entangled.