Bidiagonalization and diagonalization

DOI10.1016/0898-1221(87)90051-4MaRDI QIDQ1096332zbMATH OpenOpenAlexFDO

Authors William Hager

Publication date 1987

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(87)90051-4

zbMATH Keywords

bidiagonalizationfast Givens transformationQR algorithmshift strategy

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonalization in numerical linear algebra (65F25) Parallel numerical computation (65Y05)

Review text

The author discusses four related topics. In the first it is shown how an \(n\times n\) complex matrix A can be diagonalized, if the diagonalization for a matrix near A is known. The second introduces a modified shift strategy for use with the QR algorithm. The third concerns the fast Givens procedure and the QR algorithm. The last considers the problem of expressing an \(m\times n\) complex A as \(QBP^*\) where P, Q are unitary and B is upper bidiagonal.

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Cites work

• A new look at the Lanczos algorithm for solving symmetric systems of linear equations
• A Stable, Rational QR Algorithm for the Computation of the Eigenvalues of an Hermitian, Tridiagonal Matrix
• An Improved Algorithm for Computing the Singular Value Decomposition
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• scientific article; zbMATH DE number 41472 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• Least Squares Computations by Givens Transformations Without Square Roots
• The QR Transformation A Unitary Analogue to the LR Transformation--Part 1

Cited in

(3)

• Diagonalization in Jordan pairs
• Matrix bidiagonal form
• scientific article; zbMATH DE number 7740734 (Why is no real title available?)

Describes a project that uses

Uses Software

• NAPACK

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