Chasing Algorithms for the Eigenvalue Problem

DOI10.1137/0612027MaRDI QIDQ3350662zbMATH OpenOpenAlexFDO

Authors David S. Watkins, Ludwig Elsner

Publication date 1991

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://pub.uni-bielefeld.de/record/1776217

zbMATH Keywords

chasing algorithmschasing bulgedecompositioneigenvalueGR algorithmsHessenberg matricesLR algorithmsQR algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited in

(16)

• A multiple shift \(QR\)-step for structured rank matrices
• A fast method to diagonalize a Hankel matrix
• SR and SZ algorithms for the symplectic (butterfly) eigenproblem
• The symplectic eigenvalue problem, the butterfly form, the SR algorithm, and the Lanczos method
• Eigenvalue computation in the 20th century
• \(QR\)-like algorithms for eigenvalue problems
• The transmission of shifts and shift blurring in the QR algorithm
• Efficient eigenvalue computation for quasiseparable Hermitian matrices under low rank perturbations
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• Core-Chasing Algorithms for the Eigenvalue Problem
• Parallel solvers for discrete‐time algebric Riccati equations
• A QR-method for computing the singular values via semiseparable matrices
• Convergence of algorithms of decomposition type for the eigenvalue problem
• An inexact Krylov-Schur algorithm for the unitary eigenvalue problem

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