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.
Reviewer: Constantin Popa (Constanta)
MSC:
65F15 | Numerical computation of eigenvalues and eigenvectors of matrices |