An implementation of the dqds algorithm (positive case)
Copyright policy )An implementation of the dqds algorithm (positive case)
The authors discuss in detail the issues that have to be faced in the computer realization of the differential quotient-difference algorithm with shifts algorithm: criteria accepting a value, splitting the matrix, choosing shift, as well as using IEEE arithmetic, and avoiding unnecessary over/underflows. Some new formulae are also developed to approximate the smallest eigenvalue from a twisted factorization of a matrix.
- Lawrence Berkeley National Laboratory United States
- University of California System United States
- University of California, Berkeley United States
- University of California, San Francisco United States
- National Energy Research Scientific Computing Center United States
Numerical computation of eigenvalues and eigenvectors of matrices, IEEE arithmetic, Numerical Analysis, differential quotient-difference algorithm with shifts, Algebra and Number Theory, splitting, smallest eigenvalue, Discrete Mathematics and Combinatorics, shifting, Geometry and Topology, dqds algorithm
Numerical computation of eigenvalues and eigenvectors of matrices, IEEE arithmetic, Numerical Analysis, differential quotient-difference algorithm with shifts, Algebra and Number Theory, splitting, smallest eigenvalue, Discrete Mathematics and Combinatorics, shifting, Geometry and Topology, dqds algorithm
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