Notes on TQR algorithms (Q1379001): Difference between revisions
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| English | Notes on TQR algorithms |
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Notes on TQR algorithms (English)
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15 July 1998
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This paper proposes a new variant of the rational TQR algorithm for completely solving the symmetric tridiagonal eigenvalue problem. After discussing the different algorithms that have been included in EISPACK and LAPACK, a result regarding stability is stated for the new algorithm. More importantly, numerical experiments with the LAPACK test matrices, comparing the new algorithm with the current LAPACK routine, i.e. the TQRPWK, show that an increase in speed is obtained with the new algorithm.
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rational TQR algorithm
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LAPACK
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symmetric tridiagonal eigenvalue problem
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EISPACK
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stability
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numerical experiments
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