A Cholesky Lr Algorithm for the Positive Definite Symmetric Diagonal-plus- Semiseparable Eigenproblem
نویسندگان
چکیده
We present a Cholesky LR algorithm with Laguerre’s shift for computing the eigenvalues of a positive definite symmetric diagonal-plus-semiseparable matrix. By exploiting the semiseparable structure, each step of the method can be performed in linear time.
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تاریخ انتشار 2005