A stable, rational QR algorithm for the computation of the eigenvalues of an Hermitian, tridiagonal matrix

Author:

Reinsch Christian H.

Abstract

The most efficient program for finding all the eigenvalues of a symmetric matrix is a combination of the Householder tridiagonalization and the QR algorithm. The latter, if carried out in a natural way, requires 4n additions, 10n multiplications, 2n divisions, and n square roots per iteration (n the order of the matrix). In 1963, Ortega and Kaiser showed that the process can be carried out using no square roots (and saving 7n multiplications). However, their algorithm is unstable and several modifications were suggested to increase its accuracy. We, too, want to give such a modification together with some examples demonstrating the achieved accuracy.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Reference11 articles.

1. Handbook Series Linear Algebra: Calculation of the eigenvalues of a symmetric tridiagonal matrix by the method of bisection;Barth, W.;Numer. Math.,1967

2. Handbook Series Linear Algebra: The 𝑄𝑅 and 𝑄𝐿 algorithms for symmetric matrices;Bowdler, Hilary;Numer. Math.,1968

3. Householder’s method for complex matrices and eigensystems of hermitian matrices;Mueller, Dennis J.;Numer. Math.,1966

4. The 𝑄𝑅 transformation: a unitary analogue to the 𝐿𝑅 transformation. I;Francis, J. G. F.;Comput. J.,1961

5. W. Kahan, Accurate Eigenvalues of a Symmetric Tri-Diagonal Matrix, Technical Report #CS41, Computer Science Dept., Stanford University, Stanford, Calif., 1966.

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