NEVER MISS AN ISSUE!

Sign up to receive our monthly newsletter.

  • This field is for validation purposes and should be left unchanged.
  • This field is hidden when viewing the form

ABOUT THIS BOOK

PUBLISHER: Society for Industrial & Applied Mathematics,U.S.

FORMAT: Paperback

ISBN: 9781611975338

RRP: £58.50

PAGES: 148

PUBLICATION DATE:
July 30, 2018

BUY THIS BOOK

As an Amazon Associate and Bookshop.org affiliate we earn from qualifying purchases.

Core-Chasing Algorithms for the Eigenvalue Problem

Jared L. Aurentz

Thomas Mach

Leonardo Robol

Raf Vandebril

David S. Watkins

Eigenvalue computations are ubiquitous in science and engineering. John Francis’s implicitly shifted QR algorithm has been the method of choice for small to medium sized eigenvalue problems since its invention in 1959. This book presents a new view of this classical algorithm. While Francis’s original procedure chases bulges, the new version chases core transformations, which allows the development of fast algorithms for eigenvalue problems with a variety of special structures. This also leads to a fast and backward stable algorithm for computing the roots of a polynomial by solving the companion matrix eigenvalue problem. The authors received a SIAM Outstanding Paper prize for this work.This book will be of interest to researchers in numerical linear algebra and their students.

Share this