Current inverse iteration software can fail

DOI10.1007/BF02510409MaRDI QIDQ1279696zbMATH OpenFDO

Authors Inderjit S. Dhillon

Publication date 17 August 1999

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02510409

zbMATH Keywords

eigenvalueseigenvectorsEISEPACKinverse iterationLAPACKreal symmetric matricesreorthogonaliszation

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonalization in numerical linear algebra (65F25) Packaged methods for numerical algorithms (65Y15)

Review text

The author discusses various issues arising in the implementation of inverse iteration using reorthogonaliszation to compute eigenvectors of real symmetric matrices when the eigenvalues agree to more than three digits relative to the norm. Both theoretical and empirical failures of these implementations in EISEPACK and LAPACK are demonstrated. Finally, alternate approaches to the unresolved issues are mentioned.

Recommendations

• scientific article; zbMATH DE number 17452
• Computing an Eigenvector with Inverse Iteration
• Improving the Accuracy of Inverse Iteration

Cites work

• Computing an Eigenvector with Inverse Iteration
• Fernando's solution to Wilkinson's problem: An application of double factorization
• scientific article; zbMATH DE number 3930234 (Why is no real title available?)
• scientific article; zbMATH DE number 1049353 (Why is no real title available?)
• scientific article; zbMATH DE number 781814 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• Improving the Accuracy of Inverse Iteration
• Inverse Iteration, Ill-Conditioned Equations and Newton’s Method
• Matrix eigensystem routines - EISPACK guide. 2nd ed
• Multiple representations to compute orthogonal eigenvectors of symmetric tridiagonal matrices
• On Computing an Eigenvector of a Tridiagonal Matrix. Part I: Basic Results
• The Calculation of the Eigenvectors of Codiagonal Matrices
• Unitary Triangularization of a Nonsymmetric Matrix

Cited in

(3)

• Structured Eigenvalue Problems
• Restructuring the tridiagonal and bidiagonal QR algorithms for performance
• On computing the eigenvectors of a class of structured matrices

Describes a project that uses

Uses Software

• LAPACK
• CLAPACK
• EISPACK

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