Matrix eigenvalue problems arise in a wide variety of fields in science and engineering, so it is important to have reliable and efficient methods for solving them. Of the methods devised, bulge-chasing algorithms, such as the famous QR and QZ algorithms, are the most important. This book focuses on pole-swapping algorithms, a new class of methods that are generalizations of bulge-chasing algorithms and a bit faster and more accurate owing to their inherent flexibility. The pole-swapping theory developed by the authors sheds light on the functioning of the whole class of algorithms, including QR and QZ.

Pole-Swapping Algorithms for the Eigenvalue Problem

• is the only book on the topic,

• describes the state of the art on eigenvalue methods, and

• provides an improved understanding and explanation of why these important algorithms work.

 

This monograph is about a class of methods for solving matrix eigenvalue problems.  We assume that the reader has already had some exposure to eigenvalue problems and agrees with us that they are important.

 

ISBN: 978-1-61197-836-0
Book Series Name: SIAM Spotlights
Book Code: SL07
Book Pages: viii + 96

Zeitschrift:

SIAM Spotlights

Verlag:

SIAM

Buchtitel:

Pole-Swapping Algorithms for the Eigenvalue Problem

Seiten:

96+vii

Band:

SIAM Spotlights