A Cholesky LR algorithm for the positive definite symmetric diagonal-plus-semiseparable eigenproblem

Existence, uniqueness and algorithms for matrix unitary reduction to semiseparable form

R. Bevilacqua
Del Corso G

January 2003

This paper concerns the study of a unitary transformation from a generic symmetric matrix A into a ...

A parallel processed scheme for the eigenproblem of positive definite matrices

Shalaby, M.A.

September 1994

AbstractThis paper deals with the eigenproblem of positive definite matrices. A numerical algorithm,...

A multiple shift QR-step for structured rank matrices

Vandebril, Raf
Van Barel, Marc
Mastronardi, Nicola

January 2010

AbstractEigenvalue computations for structured rank matrices are the subject of many investigations ...

A Cholesky LR algorithm for the positive definite symmetric diagonal-plus-semiseparable eigenproblem

Plestenjak, Bor
Van Barel, Marc
Van Camp, Ellen

January 2008

AbstractWe present a Cholesky LR algorithm with Laguerre’s shift for computing the eigenvalues of a ...

Homotopy algorithm for the symmetric diagonal-plus-semiseparable eigenvalue problem

Chesnokov, Andrey
Van Barel, Marc
Mastronardi, Nicola
Vandebril, Raf

May 2011

A dense symmetric matrix can be reduced into a similar diagonal-plus-semiseparable one by means of o...

An implicit QR algorithm for semiseparable matrices, to compute the eigendecomposition of symmetric matrices

Vandebril, Raf
Van Barel, Marc
Mastronardi, Nicola

August 2003

The QR algorithm is one of the classical methods to compute the eigendecomposition of a matrix. If ...

Algorithms for Cholesky and QR Factorizations, and the Semidefinite Generalized Eigenvalue Problem

Lucas, Craig

September 2004

We consider algorithms for three problems in numerical linear algebra: computing the pivoted Cholesk...

A unitary Hessenberg QR-based algorithm via semiseparable matrices

Gemignani, Luca

December 2005

AbstractIn this paper, we present a novel method for solving the unitary Hessenberg eigenvalue probl...

A NEW ITERATION FOR COMPUTING THE EIGENVALUES OF SEMISEPARABLE (PLUS DIAGONAL) MATRICES∗

August 2015

Abstract. This paper proposes a new type of iteration for computing eigenvalues of semiseparable (pl...

A quasiseparable approach to solve the definite generalized eigenvalue problem

Vandebril, Raf
Van Barel, Marc
Mastronardi, Nicola

January 2009

We present a new fast algorithm for solving the generalized eigenvalue problem Tx = lambda Sx, in wh...

Eigenvalue Algorithms for Symmetric Hierarchical Matrices

Mach, Thomas

February 2012

This thesis is on the numerical computation of eigenvalues of symmetric hierarchical matrices. The n...

Fast Accurate Eigenvalue Computations Using the Cholesky Factorization

Roy Mathias

January 1997

Let H = DAD where A is a positive definite matrix and D is diagonal and nonsingular. We show that if...

A generalized non-square Cholesky decomposition algorithm with applications to finance

Reiß, Oliver

January 2002

In several applications there is the need to compute a Cholesky decomposition of a given symmetric m...

Analysis of the Cholesky Method with Iterative Refinement for Solving the Symmetric Definite Generalized Eigenproblem

Davies, Philip I.
Higham, Nicholas J.
Tisseur, Françoise

January 2001

A standard method for solving the symmetric definite generalized eigenvalue problem $Ax = \lambda Bx...

An implicit QR algorithm for symmetric semiseparable matrices

Vandebril, Raf
Van Barel, Marc
Mastronardi, Nicola

September 2005

The QR algorithm is one of the classical methods to compute the eigendecomposition of a matrix. If i...

Existence, uniqueness and algorithms for matrix unitary reduction to semiseparable form

R. Bevilacqua
Del Corso G

January 2003

This paper concerns the study of a unitary transformation from a generic symmetric matrix A into a ...

A parallel processed scheme for the eigenproblem of positive definite matrices

Shalaby, M.A.

September 1994

AbstractThis paper deals with the eigenproblem of positive definite matrices. A numerical algorithm,...

A multiple shift QR-step for structured rank matrices

Vandebril, Raf
Van Barel, Marc
Mastronardi, Nicola

January 2010

AbstractEigenvalue computations for structured rank matrices are the subject of many investigations ...

A Cholesky LR algorithm for the positive definite symmetric diagonal-plus-semiseparable eigenproblem

Plestenjak, Bor
Van Barel, Marc
Van Camp, Ellen

January 2008

AbstractWe present a Cholesky LR algorithm with Laguerre’s shift for computing the eigenvalues of a ...

Homotopy algorithm for the symmetric diagonal-plus-semiseparable eigenvalue problem

Chesnokov, Andrey
Van Barel, Marc
Mastronardi, Nicola
Vandebril, Raf

May 2011

A dense symmetric matrix can be reduced into a similar diagonal-plus-semiseparable one by means of o...

An implicit QR algorithm for semiseparable matrices, to compute the eigendecomposition of symmetric matrices

Vandebril, Raf
Van Barel, Marc
Mastronardi, Nicola

August 2003

The QR algorithm is one of the classical methods to compute the eigendecomposition of a matrix. If ...

Algorithms for Cholesky and QR Factorizations, and the Semidefinite Generalized Eigenvalue Problem

Lucas, Craig

September 2004

We consider algorithms for three problems in numerical linear algebra: computing the pivoted Cholesk...

A unitary Hessenberg QR-based algorithm via semiseparable matrices

Gemignani, Luca

December 2005

AbstractIn this paper, we present a novel method for solving the unitary Hessenberg eigenvalue probl...

A NEW ITERATION FOR COMPUTING THE EIGENVALUES OF SEMISEPARABLE (PLUS DIAGONAL) MATRICES∗

August 2015

Abstract. This paper proposes a new type of iteration for computing eigenvalues of semiseparable (pl...

A quasiseparable approach to solve the definite generalized eigenvalue problem

Vandebril, Raf
Van Barel, Marc
Mastronardi, Nicola

January 2009

We present a new fast algorithm for solving the generalized eigenvalue problem Tx = lambda Sx, in wh...

Eigenvalue Algorithms for Symmetric Hierarchical Matrices

Mach, Thomas

February 2012

This thesis is on the numerical computation of eigenvalues of symmetric hierarchical matrices. The n...

Fast Accurate Eigenvalue Computations Using the Cholesky Factorization

Roy Mathias

January 1997

Let H = DAD where A is a positive definite matrix and D is diagonal and nonsingular. We show that if...

A generalized non-square Cholesky decomposition algorithm with applications to finance

Reiß, Oliver

January 2002

In several applications there is the need to compute a Cholesky decomposition of a given symmetric m...

Analysis of the Cholesky Method with Iterative Refinement for Solving the Symmetric Definite Generalized Eigenproblem

Davies, Philip I.
Higham, Nicholas J.
Tisseur, Françoise

January 2001

A standard method for solving the symmetric definite generalized eigenvalue problem $Ax = \lambda Bx...

An implicit QR algorithm for symmetric semiseparable matrices

Vandebril, Raf
Van Barel, Marc
Mastronardi, Nicola

September 2005

The QR algorithm is one of the classical methods to compute the eigendecomposition of a matrix. If i...

Existence, uniqueness and algorithms for matrix unitary reduction to semiseparable form

R. Bevilacqua
Del Corso G

January 2003

This paper concerns the study of a unitary transformation from a generic symmetric matrix A into a ...

A parallel processed scheme for the eigenproblem of positive definite matrices

Shalaby, M.A.

September 1994

AbstractThis paper deals with the eigenproblem of positive definite matrices. A numerical algorithm,...

A multiple shift QR-step for structured rank matrices

Vandebril, Raf
Van Barel, Marc
Mastronardi, Nicola

January 2010

AbstractEigenvalue computations for structured rank matrices are the subject of many investigations ...

A Cholesky LR algorithm for the positive definite symmetric diagonal-plus-semiseparable eigenproblem

Abstract

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A Cholesky LR algorithm for the positive definite symmetric diagonal-plus-semiseparable eigenproblem

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