Algorithm 464: eigenvalues of a real, symmetric, tridiagonal matrix [F2]
- 1 November 1973
- journal article
- Published by Association for Computing Machinery (ACM) in Communications of the ACM
- Vol. 16 (11) , 689
- https://doi.org/10.1145/355611.362539
Abstract
This algorithm uses a rational variant of the QR transformation with explicit shift for the computation of all of the eigenvalues of a real, symmetric, and tridiagonal matrix. Details are described in [1]. Procedures tred 1 or tred 3 published in [2] may be used to reduce any real, symmetric matrix to tridiagonal form. Turn the matrix end-for-end if necessary to bring very large entries to the bottom right-hand corner.Keywords
This publication has 2 references indexed in Scilit:
- A stable, rational QR algorithm for the computation of the eigenvalues of an Hermitian, tridiagonal matrixMathematics of Computation, 1971
- Householder's tridiagonalization of a symmetric matrixNumerische Mathematik, 1968