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Name:
Miloslav Znojil
Reviewer number:
9689
Email:
znojil@ujf.cas.cz
Item's zbl-Number:
DE 0151 98 518
Author(s):
Nikolajsen, Jorgen L.:
Shorttitle:
An improved Laguerre eigensolver for unsymmetric matrices
Source:
SIAM J. Comput. 22, No 3, 822 - 834 (2000).
Classification:
65F15Eigenvalues, eigenvectors
Primary Classification:
Secondary Classification:
Keywords:
matrix reduction; eigenvalues; Laguerre's method
Review:

The key idea of this paper lies in an improvement of the reduction
of a given unsymmetric matrix to its sparse equivalent. The core
of this improvement lies in an alleviation of the instabilities
which are known to emerge during a consequent tridiagonalization,
and Hessenberg equivalents are used instead. In this way,
eigenvalues can be found with improved efficiency. Explicit
comparison is made with the current QR algorithm, and the
time-reduction factor is shown to lie, typically, between 1.6 and
2.8.
Remarks to the editors:

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