An eigenvalue algorithm for symmetric bordered diagonal matrices. (English) Zbl 0648.65036
Current trends in matrix theory, Proc. 3rd Conf., Auburn/Ala. 1986, 339-346 (1987).
[For the entire collection see Zbl 0643.00008.]
It is demonstrated how to define a normalized Sturm sequence that avoids overflow during the computation of eigenvalues of very large symmetric bordered diagonal matrices (order \(\geq\) 10.000). The algorithm incorporates Brent’s enhanced bisection method. Comparison with other methods is not given.
It is demonstrated how to define a normalized Sturm sequence that avoids overflow during the computation of eigenvalues of very large symmetric bordered diagonal matrices (order \(\geq\) 10.000). The algorithm incorporates Brent’s enhanced bisection method. Comparison with other methods is not given.
Reviewer: P.C.Hansen
MSC:
| 65F15 | Numerical computation of eigenvalues and eigenvectors of matrices |
| 65F50 | Computational methods for sparse matrices |
