1971
DOI: 10.1007/bf01931804
|View full text |Cite
|
Sign up to set email alerts
|

On the reduction of a symmetric matrix to tridiagonal form

Abstract: A stable algorithm for reducing a symmetric, non-definite matrix of order n to tridiagonal form, involving about n3/6 additions and multiplications is presented. L m 3 J

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

0
72
0

Year Published

1977
1977
2021
2021

Publication Types

Select...
4
3
1

Relationship

0
8

Authors

Journals

citations
Cited by 82 publications
(72 citation statements)
references
References 0 publications
0
72
0
Order By: Relevance
“…However, this method in its basic form can only decompose a positive definite matrix due to the need to calculate diagonal square roots. To factorise an indefinite matrix efficiently, methods such as the Bunch and Kaufman method [22] or Aasen's method [23] need to be used. These are generally based on an LDL T decomposition [24] and can be used without significant efficiency reduction as compared to a Cholesky decomposition.…”
Section: Factorizing Matricesmentioning
confidence: 99%
“…However, this method in its basic form can only decompose a positive definite matrix due to the need to calculate diagonal square roots. To factorise an indefinite matrix efficiently, methods such as the Bunch and Kaufman method [22] or Aasen's method [23] need to be used. These are generally based on an LDL T decomposition [24] and can be used without significant efficiency reduction as compared to a Cholesky decomposition.…”
Section: Factorizing Matricesmentioning
confidence: 99%
“…Let r be the least integer such that i4*>i = *(fc)- (2) If {A[k^\ > aX(k) where 0 < a < 1, perform a 1 x 1 pivot to obtain A^k~1', decrease k by 1 and return to (1). We will show that a good value for a is (1 +VÏ7)/8.…”
Section: «;mentioning
confidence: 99%
“…(4) If aX(fc)2 < L4(nVfc), then perform a 1 x 1 pivot to obtain A(k~l), decrease k by 1, and return to (1). (We need this test to guarantee stability.)…”
Section: Kmmentioning
confidence: 99%
“…The resulting L factors are used to transform (1) to a standard Hermitian eigenproblemÃz = λz, whereà = L −1 AL −H . After solving the standard Hermitian eigenproblem, the eigenvectors X of the generalized problem (1) are then computed by backsolving with the Cholesky factor, X = L −H Z. To solve the standard Hermitian (symmetric) eigenproblem of the formÃz = λz, finding its eigenvalues Λ and eigenvectors Z such thatà = ZΛZ H , the standard strategy follows three steps [1,12,24].…”
Section: Introductionmentioning
confidence: 99%
“…After solving the standard Hermitian eigenproblem, the eigenvectors X of the generalized problem (1) are then computed by backsolving with the Cholesky factor, X = L −H Z. To solve the standard Hermitian (symmetric) eigenproblem of the formÃz = λz, finding its eigenvalues Λ and eigenvectors Z such thatà = ZΛZ H , the standard strategy follows three steps [1,12,24]. First, reduce the matrix to a tridiagonal matrix T using an orthogonal transformation Q such thatà = QT Q H (called the "reduction phase").…”
Section: Introductionmentioning
confidence: 99%