The BR eigenvalue algorithm [electronic resource].
- Washington, D.C. : United States. Dept. of Energy. Office of Energy Research, 1997.
Oak Ridge, Tenn. : Distributed by the Office of Scientific and Technical Information, U.S. Dept. of Energy.
- Physical Description:
- 19 pages : digital, PDF file
- Additional Creators:
- Oak Ridge National Laboratory, United States. Department of Energy. Office of Energy Research, and United States. Department of Energy. Office of Scientific and Technical Information
- Restrictions on Access:
- Free-to-read Unrestricted online access
- The BR algorithm, a new method for calculating the eigenvalues of an upper Hessenberg matrix, is introduced. It is a bulge-chasing algorithm like the QR algorithm, but, unlike the QR algorithm, it is well adapted to computing the eigenvalues of the narrowband, nearly tridiagonal matrices generated by the look-ahead Lanczos process. This paper describes the BR algorithm and gives numerical evidence that it works well in conjunction with the Lanczos process. On the biggest problems run so far, the BR algorithm beats the QR algorithm by a factor of 30--60 in computing time and a factor of over 100 in matrix storage space.
- Report Numbers:
- E 1.99:ornl/cp--97328
E 1.99: conf-9711130--
- Other Subject(s):
- Published through SciTech Connect.
SIAM conference on applied linear algebra, Snowbird, UT (United States), 1 Nov 1997.
Geist, G.A.; Watkins, D.S.; Howell, G.W.
- Funding Information:
View MARC record | catkey: 14348857