Analysis of third-order methods for secular equations

DOI10.1090/S0025-5718-98-00884-9MaRDI QIDQ4372695zbMATH OpenOpenAlexFDO

Authors Aaron Melman

Publication date 16 December 1997

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0025-5718-98-00884-9

zbMATH Keywords

eigenvaluesfinite difference approximationGragg methodHalley methodnonlinear approximationnumerical examplessecond derivativesecular equationthird-order convergence

Mathematics Subject Classification ID

Numerical differentiation (65D25) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of solutions to single equations (65H05)

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• A numerical comparison of methods for solving secular equations
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Cites work

• A constrained eigenvalue problem
• A Divide and Conquer method for the symmetric tridiagonal eigenproblem
• A divide and conquer method for unitary and orthogonal eigenproblems
• A Fully Parallel Algorithm for the Symmetric Eigenvalue Problem
• A Stable and Efficient Algorithm for the Rank-One Modification of the Symmetric Eigenproblem
• A unifying convergence analysis of second-order methods for secular equations
• An O(N^2 ) Method for Computing the Eigensystem of N \times N Symmetric Tridiagonal Matrices by the Divide and Conquer Approach
• An Algorithm for Subspace Computation, with Applications in Signal Processing
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• scientific article; zbMATH DE number 3195683 (Why is no real title available?)
• Numerical solution of a secular equation
• On Halley's Variation of Newton's Method
• On the Geometry of Halley's Method
• Rank-one modification of the symmetric eigenproblem
• Some Modified Matrix Eigenvalue Problems
• Updating the singular value decomposition

Cited in

(6)

• Spectral functions for real symmetric Toeplitz matrices
• A numerical comparison of methods for solving secular equations
• A uniqueness result concerning a robust regularized least-squares solution
• Convergence analysis on a second order algorithm for orthogonal projection onto curves
• A unifying convergence analysis of second-order methods for secular equations
• Note on a rank-one modification of the singular value decomposition

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