1996•SIAM Journal on Matrix Analysis and ApplicationsRequires access

A $QL$ Procedure for Computing the Eigenvalues of Complex Symmetric Tridiagonal Matrices

Jane Cullum, Ralph A. Willoughby

Abstract

We present a storage efficient procedure for computing all of the eigenvalues of a complex symmetric tridiagonal matrix. This procedure mimics the implicit $QL$ procedure for computing all of the eigenvalues of a real symmetric tridiagonal matrix, modified by heuristics for monitoring and maintaining numerical stability. Numerical experiments demonstrate the capabilities of this procedure.

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Key concepts: Tridiagonal matrix, Eigenvalues and eigenvectors, Tridiagonal matrix algorithm, Mathematics, Symmetric matrix, Matrix (chemical analysis), Heuristics, Applied mathematics