Notes on TQR algorithms

DOI10.1016/S0377-0427(97)00155-6MaRDI QIDQ1379001zbMATH OpenOpenAlexFDO

Authors J. Ning, K. E. Gates, W. B. Gragg

Publication date 15 July 1998

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0377-0427(97)00155-6

zbMATH Keywords

EISPACKLAPACKnumerical experimentsrational TQR algorithmstabilitysymmetric tridiagonal eigenvalue problem

Mathematics Subject Classification ID

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

Review text

This paper proposes a new variant of the rational TQR algorithm for completely solving the symmetric tridiagonal eigenvalue problem. After discussing the different algorithms that have been included in EISPACK and LAPACK, a result regarding stability is stated for the new algorithm. More importantly, numerical experiments with the LAPACK test matrices, comparing the new algorithm with the current LAPACK routine, i.e. the TQRPWK, show that an increase in speed is obtained with the new algorithm.

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Cites work

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Cited in

(9)

• The restarted QR-algorithm for eigenvalue computation of structured matrices
• Accurate recovery of recursion coefficients from Gaussian quadrature formulas
• A theoretical framework for the TTA algorithm
• Can the TPRI structure help us to solve the algebraic eigenproblem?
• Performance and Accuracy of LAPACK's Symmetric Tridiagonal Eigensolvers
• scientific article; zbMATH DE number 4104253 (Why is no real title available?)
• The BR Eigenvalue Algorithm
• Computation of Gauss-type quadrature formulas
• Computation of Gauss-type quadrature rules

Describes a project that uses

Uses Software

• LAPACK
• EISPACK
• LINPACK

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