Article ID Journal Published Year Pages File Type
471766 Computers & Mathematics with Applications 2016 10 Pages PDF
Abstract

In this paper we consider the application of polynomial root-finding methods to the solution of the tridiagonal matrix eigenproblem. All considered solvers are based on evaluating the Newton correction. We show that the use of scaled three-term recurrence relations complemented with error free transformations yields some compensated schemes which significantly improve the accuracy of computed results at a modest increase in computational cost. Numerical experiments illustrate that under some restriction on the conditioning the novel iterations can approximate and/or refine the eigenvalues of a tridiagonal matrix with high relative accuracy.

Related Topics
Physical Sciences and Engineering Computer Science Computer Science (General)
Authors
,