Computing the eigenvalues of symmetric tridiagonal matrices via a Cayley transformation

MaRDI QIDQ1744301zbMATH OpenFDO

Authors Thomas Mach, Raf Vandebril, David S. Watkins, Jared Lee Aurentz

Publication date 23 April 2018

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL http://etna.mcs.kent.edu/volumes/2011-2020/vol46/abstract.php?vol=46&pages=447-459

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zbMATH Keywords

core transformationseigenvaluerotationssymmetric matrixunitary QR

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Orthogonal matrices (15B10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solution of nonlinear eigenvalue and eigenvector problems (65H17)

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Cites work

• A unitary Hessenberg \(QR\)-based algorithm via semiseparable matrices
• Accuracy and Stability of Numerical Algorithms
• Fast and stable unitary QR algorithm
• scientific article; zbMATH DE number 3278338 (Why is no real title available?)
• LAPACK Users' Guide
• Perturbation Bounds for the $QR$ Factorization of a Matrix
• The QR algorithm for unitary Hessenberg matrices
• The QR Transformation A Unitary Analogue to the LR Transformation--Part 1

Cited in

(7)

• Shift-invert and Cayley transforms for detection of rightmost eigenvalues of nonsymmetric matrices
• Multiple representations to compute orthogonal eigenvectors of symmetric tridiagonal matrices
• Connecting optimization with spectral analysis of tri-diagonal matrices
• On Computing Eigenvectors of Symmetric Tridiagonal Matrices
• scientific article; zbMATH DE number 1839628 (Why is no real title available?)
• Computing the eigenvalues of matrices of the orthogonal and unitary symplectic groups
• The eigenvalue decomposition of normal matrices by the skew-symmetric part

Describes a project that uses

Uses Software

• LAPACK
• eiscor
• GitHub

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