Two classes of matrices with fast computable spectra (Q749155)

Two classes of real \(n\times n\)-matrices are defined where all the eigenvalues can be calculated in \(O(n^ 2)\) arithmetic operations. The first class consists of the Caley transforms \((I-A)(I+A)^{-1}\) of all skew-symmetric tridiagonal matrices A, the second of the Caley transforms of all orthogonal upper Hessenberg matrices with positive subdiagonal and \(\det (I+A)\neq 0\). Simple algorithms for recognizing that a matrix belongs to one of these classes are also given.