Core-Chasing Algorithms for the Eigenvalue Problem

Core-Chasing Algorithms for the Eigenvalue Problem - Fundamentals of Algorithms

Paperback (30 Jul 2018)

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Publisher's Synopsis

Eigenvalue computations are ubiquitous in science and engineering. John Francis's implicitly shifted QR algorithm has been the method of choice for small to medium sized eigenvalue problems since its invention in 1959. This book presents a new view of this classical algorithm. While Francis's original procedure chases bulges, the new version chases core transformations, which allows the development of fast algorithms for eigenvalue problems with a variety of special structures. This also leads to a fast and backward stable algorithm for computing the roots of a polynomial by solving the companion matrix eigenvalue problem. The authors received a SIAM Outstanding Paper prize for this work.

This book will be of interest to researchers in numerical linear algebra and their students.

Book information

ISBN: 9781611975338
Publisher: SIAM - Society for Industrial and Applied Mathematics
Imprint: Society for Industrial and Applied Mathematics
Pub date:
DEWEY: 512.9436
DEWEY edition: 23
Language: English
Number of pages: ix, 149
Weight: 346g
Height: 179mm
Width: 259mm
Spine width: 16mm