Computing eigenvalues: Lanczos algorithm with a new recursive partitioning method (Q1963131)

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scientific article; zbMATH DE number 1391656
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Computing eigenvalues: Lanczos algorithm with a new recursive partitioning method
scientific article; zbMATH DE number 1391656

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    Computing eigenvalues: Lanczos algorithm with a new recursive partitioning method (English)
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    20 January 2000
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    In order to compute the eigenvalues of tridiagonal matrices obtained by applying the Lanczos algorithm to a symmetric matrix, the authors propose a recursion that combines the standard partitioning based on Sturm sequences with a local analysis that allows them to apply the Newton method when its convergence is ensured. The two numerical experiments reported suggest that a significant saving in computation time can be achieved.
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    Lanczos algorithm
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    bisection method
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    symmetric matrices
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    recursive partitioning algorithm
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    eigenvalues
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    tridiagonal matrices
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    Sturm sequences
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    Newton method
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    convergence
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    numerical experiments
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