Efficent computation of eigenvalues of randomly generated matrices

DOI10.1016/0096-3003(94)90155-4MaRDI QIDQ1805261zbMATH OpenOpenAlexFDO

Authors G. W. Howell

Publication date 10 January 1996

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(94)90155-4

zbMATH Keywords

\(LR\) iterationbanded Hessenberg formeigenvaluesnumerical experimentsparallelizationRayleigh coefficient iteration

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Parallel numerical computation (65Y05)

Review text

The paper shows how to modify \textit{G. A. Geist's} approach [SIAM J. Matrix Anal. Appl. 12, No. 2, 362-373 (1991; Zbl 0725.65039)] to produce a banded Hessenberg form and employs Rayleigh coefficient iteration to refine the eigenvalues obtained from \(LR\) iteration. These techniques appear to significantly improve the accuracy of the computation without greatly increasing the computation cost. Results of numerical experiments on randomly generated matrices are given. The proposed algorithm appears to have significantly better potential for parallelization than the standard method of reduction to Hessenberg form followed by implicit \(Q\) orthogonal, \(R\) upper triangular, (\(QR\)) iteration.

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Cites work

• Algorithm 696
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• On the Bounds of a One-Parametric Family of Matrices.
• Reduction of a General Matrix to Tridiagonal Form
• Reduction to Tridiagonal Form and Minimal Realizations
• The nonsymmetric Lanczos algorithm and controllability
• The Rayleigh Quotient Iteration and Some Generalizations for Nonnormal Matrices

Cited in

(1)

• Computational procedure for a fast calculation of eigenvectors and eigenvalues of structures with random properties

Describes a project that uses

Uses Software

• Algorithm 696

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