I. Baron et V. Ryaboy, FAST DIAGONALIZATION OF LARGE AND DENSE COMPLEX SYMMETRICAL MATRICES,WITH APPLICATIONS TO QUANTUM REACTION DYNAMICS, SIAM journal on scientific computing, 18(5), 1997, pp. 1412-1435
We present a new fast and efficient algorithm for computing the eigenv
alues and eigenvectors of large-size nondefective complex symmetric ma
trices. Our work was motivated by of this problem in recent methods fo
r solving chemical reactive problems. The algorithm we present is simi
liar to the QR (QL) algorithm for complex Hermitian matrices, but we u
se complex orthogonal (not unitary) transformations. The new algorithm
is faster by an order of magnitude than the corresponding EISPACK rou
tine, and is also more amenable for modern parallel and vector superco
mputers. We further present improved perturbation bounds for the House
holder transformation, which lies at the basis of the whole transforma
tion.