An implementation of the dqds algorithm (positive case) (Q1976917)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An implementation of the dqds algorithm (positive case) |
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An implementation of the dqds algorithm (positive case) (English)
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15 January 2001
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The authors discuss in detail the issues that have to be faced in the computer realization of the differential quotient-difference algorithm with shifts algorithm: criteria accepting a value, splitting the matrix, choosing shift, as well as using IEEE arithmetic, and avoiding unnecessary over/underflows. Some new formulae are also developed to approximate the smallest eigenvalue from a twisted factorization of a matrix.
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splitting
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shifting
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IEEE arithmetic
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dqds algorithm
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differential quotient-difference algorithm with shifts
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smallest eigenvalue
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