Efficent computation of eigenvalues of randomly generated matrices (Q1805261)

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.