ISSN:
1572-9265
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract A bordering procedure is here proposed to evaluate the eigensystem of hermitian matrices, and more in general of normal matrices, when the spectral decomposition is known of then−1×n−1 principal minor. The procedure is also applicable to special real and nonsymmetric matrices here named quasi-symmetric. The computational cost to write the characteristic polynomial isO(n 2), using a new set of recursive formulas. A modified Brent algorithm is used to find the roots of the polynomial. The eigenvectors are evaluated in a direct way with a computational cost ofO(n 2) for each one. Some numerical considerations indicate where numerical difficulties may occur. Numerical results are given comparing this method with the Givens-Householder one.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02142503
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