A divide-and-conquer algorithm for the eigendecomposition of symmetric block-diagonal plus semiseparable matrices
نویسندگان
چکیده
We present a fast and numerically stable algorithm for computing the eigendecom-position of a symmetric block diagonal plus semiseparable matrix. We report numerical experiments that indicate that our algorithm is signiicantly faster than the standard method which treats the given matrix as a general symmetric dense matrix.
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ورودعنوان ژورنال:
- Numerische Mathematik
دوره 96 شماره
صفحات -
تاریخ انتشار 2004