Reduction of a General Matrix to Tridiagonal Form

@inproceedings{Geist1991ReductionOA,
  title={Reduction of a General Matrix to Tridiagonal Form},
  author={George A. Geist},
  year={1991}
}
An algorithm for reducing a nonsymmetric matrix to tridiagonal form as a rst step toward nding its eigenvalues is described. The algorithm uses a variation of threshold pivoting, where at each step, the pivot is chosen to minimize the maximum entry in the transformation matrix that reduces the next column and row of the matrix. Situations are given where the tridiagonalization process breaks down, and two recovery methods are presented for these situations. Although no existing… CONTINUE READING
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