Solving Secular Equations Stably and Efficiently
CALIFORNIA UNIV BERKELEY DEPT OF ELECTRICAL ENGINEERING AND COMPUTER SCIENCES
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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.
- Numerical Mathematics