Quasi-Laguerre Iteration in Solving Symmetric Tridiagonal Eigenvalue Problems

نویسندگان

  • Qiang Du
  • Ming Jin
  • Tien-Yien Li
  • Zhonggang Zeng
چکیده

In this article, the quasi-Laguerre iteration is established in the spirit of Laguerre's iteration for solving polynomial f with all real zeros. The new algorithm, which maintains the monotonicity and global convergence of the Laguerre iteration, no longer needs to evaluate f". The ultimate convergence rate is + 1. When applied to approximate the eigenvalues of a symmetric tridiagonal matrix, the algorithm substantially improves the speed of Laguerre's iteration.

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عنوان ژورنال:
  • SIAM J. Scientific Computing

دوره 17  شماره 

صفحات  -

تاریخ انتشار 1996