Yet another algorithm for the symmetric eigenvalue problem
dc.bibliographicCitation.volume | 2016-02 | |
dc.contributor.author | Aurentz, Jared L. | |
dc.contributor.author | Mach, Thomas | |
dc.contributor.author | Vandebril, Raf | |
dc.contributor.author | Watkins, David S. | |
dc.date.available | 2019-06-28T08:15:09Z | |
dc.date.issued | 2016 | |
dc.description.abstract | In this paper we present a new algorithm for solving the symmetric matrix eigenvalue problem that works by first using a Cayley transformation to convert the symmetric matrix into a unitary one and then uses Gragg’s implicitly shifted unitary QR algorithm to solve the resulting unitary eigenvalue problem. We prove that under reasonable assumptions on the symmetric matrix this algorithm is backward stable and also demonstrate that this algorithm is comparable with other well known implementations in terms of both speed and accuracy. | eng |
dc.description.version | publishedVersion | eng |
dc.format | application/pdf | |
dc.identifier.issn | 1864-7596 | |
dc.identifier.uri | https://doi.org/10.34657/3492 | |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/3009 | |
dc.language.iso | eng | eng |
dc.publisher | Oberwolfach : Mathematisches Forschungsinstitut Oberwolfach | eng |
dc.relation.doi | https://doi.org/10.14760/OWP-2016-02 | |
dc.relation.ispartofseries | Oberwolfach Preprints (OWP), Volume 2016-02, ISSN 1864-7596 | eng |
dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
dc.subject | Eigenvalue | eng |
dc.subject | unitary QR | eng |
dc.subject | symmetric matrix | eng |
dc.subject | core transformations | eng |
dc.subject | rotations | eng |
dc.subject.ddc | 510 | eng |
dc.title | Yet another algorithm for the symmetric eigenvalue problem | eng |
dc.type | report | eng |
dc.type | Text | eng |
dcterms.bibliographicCitation.journalTitle | Oberwolfach Preprints (OWP) | eng |
tib.accessRights | openAccess | eng |
wgl.contributor | MFO | eng |
wgl.subject | Mathematik | eng |
wgl.type | Report / Forschungsbericht / Arbeitspapier | eng |
Files
Original bundle
1 - 1 of 1
Loading...
- Name:
- OWP2016_02.pdf
- Size:
- 195.07 KB
- Format:
- Adobe Portable Document Format
- Description: