Instability of the Elimination Method of Reducing a Matrix to Tri-diagonal Form
Open Access
- 1 January 1962
- journal article
- Published by Oxford University Press (OUP) in The Computer Journal
- Vol. 5 (1) , 61-70
- https://doi.org/10.1093/comjnl/5.1.61
Abstract
An error analysis is given of the instability which arises in the reduction of a matrix of Hessenberg form to tri-diagonal form. An economical way of minimizing the loss of accuracy resulting from such an instability is described, and a method is sketched which makes it possible in certain situations to eliminate the instability.Keywords
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