Accurate polynomial root-finding methods for symmetric tridiagonal matrix eigenproblems
نویسنده
چکیده
In this paper we consider the application of polynomial root-finding methods to the solution of the tridiagonal matrix eigenproblem. All considered solvers are based on evaluating the Newton correction. We show that the use of scaled three-term recurrence relations complemented with error free transformations yields some compensated schemes which significantly improve the accuracy of computed results at a modest increase in computational cost. Numerical experiments illustrate that under some restriction on the conditioning the novel iterations can approximate and/or refine the eigenvalues of a tridiagonal matrix with high relative accuracy.
منابع مشابه
An O(n Log 3 N) Algorithm for the Real Root and Symmetric Tridiagonal Eigenvalue Problems an O(n Log 3 N) Algorithm for the Real Root and Symmetric Tridiagonal Eigenvalue Problems
Given a univariate complex polynomial f(x) of degree n with rational coeecients expressed as a ratio of two integers < 2 m , the root problem is to nd all the roots of f(x) up to speciied precision 2 ?. In this paper we assume the arithmetic model for computation. We give an algorithm for the real root problem: where all the roots of the polynomial are real. Our real root algorithm has time cos...
متن کاملThe Spectral Decomposition of Some Tridiagonal Matrices
Some properties of near-Toeplitz tridiagonal matrices with specific perturbations in the first and last main diagonal entries are considered. Applying the relation between the determinant and Chebyshev polynomial of the second kind, we first give the explicit expressions of determinant and characteristic polynomial, then eigenvalues are shown by finding the roots of the characteristic polynomia...
متن کاملThe spectral decomposition of near-Toeplitz tridiagonal matrices
Some properties of near-Toeplitz tridiagonal matrices with specific perturbations in the first and last main diagonal entries are considered. Applying the relation between the determinant and Chebyshev polynomial of the second kind, we first give the explicit expressions of determinant and characteristic polynomial, then eigenvalues are shown by finding the roots of the characteristic polynomia...
متن کاملAn E cient Algorithm for the Real Root and Symmetric Tridiagonal Eigenvalue Problems
Given a univariate complex polynomial f(x) of degree n with rational coe cients expressed as a ratio of two integers < 2, the root problem is to nd all the roots of f(x) up to speci ed precision 2 . In this paper we assume the arithmetic model for computation. We give an improved algorithm for nding a well-isolated splitting interval and for fast root proximity veri cation. Using these results,...
متن کاملMR3-SMP: A symmetric tridiagonal eigensolver for multi-core architectures
The computation of eigenvalues and eigenvectors of symmetric tridiagonal matrices arises frequently in applications; often as one of the steps in the solution of Hermitian and symmetric eigenproblems. While several accurate and efficient methods for the triadiagonal eigenproblem exist, their corresponding implementations usually target uni-processors or large distributed memory systems. Our new...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Computers & Mathematics with Applications
دوره 72 شماره
صفحات -
تاریخ انتشار 2016