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An implementation of the dqds algorithm (positive case) - MaRDI portal

An implementation of the dqds algorithm (positive case) (Q1976917)

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scientific article; zbMATH DE number 1443451
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An implementation of the dqds algorithm (positive case)
scientific article; zbMATH DE number 1443451

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    An implementation of the dqds algorithm (positive case) (English)
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    15 January 2001
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    The authors discuss in detail the issues that have to be faced in the computer realization of the differential quotient-difference algorithm with shifts algorithm: criteria accepting a value, splitting the matrix, choosing shift, as well as using IEEE arithmetic, and avoiding unnecessary over/underflows. Some new formulae are also developed to approximate the smallest eigenvalue from a twisted factorization of a matrix.
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    splitting
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    shifting
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    IEEE arithmetic
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    dqds algorithm
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    differential quotient-difference algorithm with shifts
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    smallest eigenvalue
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