Quasi-Laguerre Iteration in Solving Symmetric Tridiagonal Eigenvalue Problems
نویسندگان
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.
منابع مشابه
The quasi-Laguerre iteration
The quasi-Laguerre iteration has been successfully established, by the same authors, in the spirit of Laguerre’s iteration for solving the eigenvalues of symmetric tridiagonal matrices. The improvement in efficiency over Laguerre’s iteration is drastic. This paper supplements the theoretical background of this new iteration, including the proofs of the convergence properties.
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ورودعنوان ژورنال:
- SIAM J. Scientific Computing
دوره 17 شماره
صفحات -
تاریخ انتشار 1996