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Solving Secular Equations Stably and Efficiently

Authors:
Li, Ren-Cang
Technical Report Identifier: CSD-94-851
December 1994
CSD-94-851.pdf
CSD-94-851.ps

Abstract: A divide-and-conquer method for solving symmetric tridiagonal eigenproblems has evolved from work by Cuppen, Dongarra, Sorensen, Tang, and most recently Gu and Eisenstadt. At the heart of their methods is the solution of a so-called Secular Equation. Proposed here is a more efficient organization of the equation-solving process, including some crucial implementation details.