A stable divide and conquer algorithm for the unitary eigenproblem

被引：17
|
作者：
Gu, M [1 ]
Guzzo, R
Chi, XB
Cao, XQ
机构：
[1] Univ Calif Berkeley, Dept Math, Berkeley, CA 94720 USA
[2] Univ Calif Los Angeles, Dept Math, Los Angeles, CA 90095 USA
[3] Chinese Acad Sci, Comp Network Informat Ctr, Beijing 100080, Peoples R China
[4] Huazhong Univ Sci & Technol, Dept Comp Sci, Wuhan 430074, Peoples R China
来源：
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2003年 / 25卷 / 02期
关键词：
eigendecomposition; unitary eigenproblem; divide and conquer;
D O I：
10.1137/S0895479899359539
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We present a divide and conquer algorithm for computing the eigendecomposition of a unitary upper Hessenberg matrix H. Previous divide and conquer approaches suffer a potential loss of orthogonality among the computed eigenvectors of H. Using a backward stable method based on previous work by Gu and Eisenstat in the rank-one modi. cation of the symmetric eigenproblem, our algorithm provides a backward stable method for computing the eigenvectors. The method also compares well against the efficiency of other available methods.
引用
收藏
页码：385 / 404
页数：20
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