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dc.contributor.authorAurentz, Jared L.
dc.contributor.authorMach, Thomas
dc.contributor.authorVandebril, Raf
dc.contributor.authorWatkins, David S.
dc.date.accessioned2016-05-10T12:00:00Z
dc.date.accessioned2016-10-05T14:14:04Z
dc.date.available2016-05-10T12:00:00Z
dc.date.available2016-10-05T14:14:04Z
dc.date.issued2016-05-10
dc.identifier.urihttp://publications.mfo.de/handle/mfo/1111
dc.descriptionResearch in Pairs 2016en_US
dc.description.abstractIn this paper we present a new algorithm for solving the symmetric matrix eigenvalue problem that works by first using a Cayley transformation to convert the symmetric matrix into a unitary one and then uses Gragg’s implicitly shifted unitary QR algorithm to solve the resulting unitary eigenvalue problem. We prove that under reasonable assumptions on the symmetric matrix this algorithm is backward stable and also demonstrate that this algorithm is comparable with other well known implementations in terms of both speed and accuracy.en_US
dc.language.isoenen_US
dc.publisherMathematisches Forschungsinstitut Oberwolfachen_US
dc.relation.ispartofseriesOberwolfach Preprints;2016,02
dc.subjectEigenvalueen_US
dc.subjectUnitary QRen_US
dc.subjectSymmetric Matrixen_US
dc.subjectCore Transformationsen_US
dc.subjectRotationsen_US
dc.titleYet another algorithm for the symmetric eigenvalue problemen_US
dc.typePreprinten_US
dc.identifier.doi10.14760/OWP-2016-02
local.scientificprogramResearch in Pairs 2016
local.series.idOWP-2016-02
local.subject.msc65
local.subject.msc15
dc.identifier.urnurn:nbn:de:101:1-201605115577
dc.identifier.ppn1656554887


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