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An orthogonal similarity reduction of a matrix into semiseparable form. (English) Zbl 1089.65032

The paper deals with an algorithm, with similar properties as Lanczos method and Householder reduction to tridiagonal form, for reducing a symmetric matrix to a similar semiseparable one of semiseparability rank 1. It uses at each iteration a step of QR algorithm without shift, for a principal submatrix. Numerical experiments illustrating the efficiency of the new method are also presented.

MSC:

65F15 Numerical computation of eigenvalues and eigenvectors of matrices
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