MATRIX SHAPES INVARIANT UNDER THE SYMMETRICAL QR ALGORITHM

Authors
Citation
P. Arbenz et Gh. Golub, MATRIX SHAPES INVARIANT UNDER THE SYMMETRICAL QR ALGORITHM, Numerical linear algebra with applications, 2(2), 1995, pp. 87-93
Citations number
7
Categorie Soggetti
Mathematics, General",Mathematics,Mathematics
ISSN journal
10705325
Volume
2
Issue
2
Year of publication
1995
Pages
87 - 93
Database
ISI
SICI code
1070-5325(1995)2:2<87:MSIUTS>2.0.ZU;2-9
Abstract
The QR algorithm is a basic algorithm for computing the eigenvalues of dense matrices. For efficiency reasons it is prerequisite that the al gorithm is applied only after the original matrix has been reduced to a matrix of a particular shape, most notably Hessenberg and tridiagona l, which is preserved during the iterative process. In certain circums tances a reduction to another matrix shape may be advantageous. In thi s paper, we identify which zero patterns of symmetric matrices are pre served under the QR algorithm.