The BR eigenvalue algorithm
Conference
·
OSTI ID:672016
- Oak Ridge National Lab., TN (United States). Computer Science and Mathematics Div.
- Florida Inst. of Tech., Melbourne, FL (United States). Dept. of Applied Mathematics
- Washington State Univ., Pullman, WA (United States). Dept. of Pure and Applied Mathematics
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.
- Research Organization:
- Oak Ridge National Lab., TN (United States)
- Sponsoring Organization:
- USDOE Office of Energy Research, Washington, DC (United States)
- DOE Contract Number:
- AC05-96OR22464
- OSTI ID:
- 672016
- Report Number(s):
- ORNL/CP--97328; CONF-9711130--; ON: DE98004819
- Country of Publication:
- United States
- Language:
- English
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