A fast divide-and-conquer algorithm for computing the spectra of real symmetric tridiagonal matrices

We propose a new fast algorithm for computing the spectrum of an N×N symmetric tridiagonal matrix in O(NlnN) operations. Such an algorithm may be combined with any of the existing methods for the determination of eigenvectors of a symmetric tridiagonal matrix with known eigenvalues. The underlying t...

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Vydané v:	Applied and computational harmonic analysis Ročník 34; číslo 3; s. 379 - 414
Hlavní autori:	Coakley, Ed S., Rokhlin, Vladimir
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier Inc 01.05.2013
Predmet:	Algorithms Computation Eigenvalues Fast multipole method FORTRAN Mathematical analysis Matrices Matrix methods Spectra Symmetric eigenproblem Tridiagonal Symmetric eigenproblem Tridiagonal Fast multipole method
ISSN:	1063-5203, 1096-603X
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