The WZ algorithm for the eigenvalue problem of complex matrix (Q1780540)
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English | The WZ algorithm for the eigenvalue problem of complex matrix |
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The WZ algorithm for the eigenvalue problem of complex matrix (English)
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13 June 2005
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The authors analyse the eigenvalue problem of a complex matrix. Based on a new factorization and splitting WZ procedure, they propose an algorithm for the above mentioned eigenvalue problem and prove necessary and sufficient conditions that the LR factorization of the complex matrix is equivalent to the WZ factorization of the transformed real matrix. Using this last procedure, the eigenvalues of a complex matrix are obtained, avoiding complex number computation.
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LR method
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QR method
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WZ factorization
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algorithm
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eigenvalue
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