Linear Algebra pp 257-265 | Cite as

Rational QR Transformation with Newton Shift for Symmetric Tridiagonal Matrices

  • C. Reinsch
  • F. L. Bauer
Part of the Handbook for Automatic Computation book series (HDBKAUCO, volume 2)

Abstract

If some of the smallest or some of the largest eigenvalues of a symmetric (tridiagonal) matrix are wanted, it suggests itself to use monotonic Newton corrections in combination with QR steps. If an initial shift has rendered the matrix positive or negative definite, then this property is preserved throughout the iteration. Thus, the QR step may be achieved by two successive Cholesky LR steps or equivalently, since the matrix is tridiagonal, by two QD steps which are numerically stable [4] and avoid square roots. The rational QR step used here needs slightly fewer additions than the Ortega-Kaiser step [3].

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References

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Copyright information

© Springer-Verlag Berlin Heidelberg 1971

Authors and Affiliations

  • C. Reinsch
  • F. L. Bauer

There are no affiliations available

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