N Roots of the Secular Equation in O(N) Operations

DOI10.1137/S0895479801383695MaRDI QIDQ4785782zbMATH OpenOpenAlexFDO

Authors Oren E. Livne, Achi Brandt

Publication date 5 January 2003

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479801383695

zbMATH Keywords

constrained least-squares problemsdiscontinuous kernel softeningdivide and concquer methodfast multilevel summationintegral transformsmultilevel algorithmnumerical resultsparallel computationroot-searchsecular equationsingular value decompositionsymmetric eigenvalue problemssymmetric tridiagonal eigenbasis solvers

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solution of nonlinear eigenvalue and eigenvector problems (65H17) Numerical methods for integral transforms (65R10) Parallel numerical computation (65Y05) Complexity and performance of numerical algorithms (65Y20)

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(4)

• Numerical solution of a secular equation
• Solving secular and polynomial equations: a multiprecision algorithm
• Deterministic complexity analysis of Hermitian eigenproblems
• Forward stable eigenvalue decomposition of rank-one modifications of diagonal matrices

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