Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4603104 | Linear Algebra and its Applications | 2008 | 14 Pages |
Abstract
We present a Cholesky LR algorithm with Laguerre’s shift for computing the eigenvalues of a positive definite symmetric diagonal-plus-semiseparable matrix. By exploiting the semiseparable structure, each step of the method can be performed in linear time.
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Mathematics
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