QR-LIKE ALGORITHMS FOR THE NONSYMMETRIC EIGENVALUE PROBLEM

Citation
Jb. Haag et Ds. Watkins, QR-LIKE ALGORITHMS FOR THE NONSYMMETRIC EIGENVALUE PROBLEM, ACM transactions on mathematical software, 19(3), 1993, pp. 407-418
Citations number
20
Language
INGLESE
art.tipo
Article
Categorie Soggetti
Computer Sciences",Mathematics
ISSN journal
0098-3500
Volume
19
Issue
3
Year of publication
1993
Pages
407 - 418
Database
ISI
SICI code
0098-3500(1993)19:3<407:QAFTNE>2.0.ZU;2-J
Abstract
Hybrid codes that combine elements of the QR and LR algorithms are des cribed. The codes can calculate the eigenvalues and, optionally, eigen vectors of real, nonsymmetric matrices. Extensive tests are presented as evidence that, for certain choices of parameters, the hybrid codes possess the same high reliability as the QR algorithm and are signific antly faster. The greatest success has been achieved with the codes th at calculate eigenvalues only. These can do the task in 15% to 50% les s time than the QR algorithm.