The BR Eigenvalue Algorithm

Abstract

T h e B R algorithm, a new method for calculating the eigenvalues of an upper Hessenberg matrix, is introduced. I t is a bulge-chasingalgorithm like the Q R algorithm, but , unlike the QR algorithm, it is well adapted to computing the eigenvaluesof the narrow-band, nearly tridiagonal matrices generated by the look-ahead Lanczos process. This paper describes… (More)
DOI: 10.1137/S0895479897317077

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