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2007.221: The Ehrlich--Aberth Method for the Nonsymmetric Tridiagonal Eigenvalue Problem

2007.221: Dario A. Bini, Luca Gemignani and Françoise Tisseur (2005) The Ehrlich--Aberth Method for the Nonsymmetric Tridiagonal Eigenvalue Problem. SIAM Journal on Matrix Analysis and Applications, 27 (1). pp. 153-175. ISSN 1095-7162

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Abstract

An algorithm based on the Ehrlich--Aberth iteration is presented for the computation of the zeros of $p(\lambda)=\det(T-\lambda I)$, where $T$ is a real irreducible nonsymmetric tridiagonal matrix. The algorithm requires the evaluation of $p(\lambda)/p'(\lambda)=-1/\mathrm{trace}(T-\lambda I)^{-1}$, which is done by exploiting the QR factorization of $T-\lambda I$ and the semiseparable structure of $(T-\lambda I)^{-1}$. The choice of initial approximations relies on a divide-and-conquer strategy, and some results motivating this strategy are given. Guaranteed a posteriori error bounds based on a running error analysis are proved. A Fortran 95 module implementing the algorithm is provided and numerical experiments that confirm the effectiveness and the robustness of the approach are presented. In particular, comparisons with the LAPACK subroutine \texttt{dhseqr} show that our algorithm is faster for large dimensions.

Item Type: Article nonsymmetric eigenvalue problem; symmetric indefinite generalized eigenvalue problem; tridiagonal matrix; root finder; QR decomposition; divide and conquer MSC 2000 > 15 Linear and multilinear algebra; matrix theoryMSC 2000 > 65 Numerical analysis 2007.221 Ms Helen Kirkbright 04 December 2007