求解对称三对角矩阵特征值问题的一种新算法  

A New Algorithm for the Eigenvalue Problem of Symmetric Tridiagonal Matrices

作　　者：罗晓广[1] 李晓梅[1] 

机构地区：[1]国防科技大学计算机系

出　　处：《国防科技大学学报》1997年第3期44-49,共6页Journal of National University of Defense Technology

基　　金：国防预研课题资助项目

摘　　要：关于对称三对角矩阵特征值问题，本文提出一种新的分治算法。新算法以二分法、割线法迭代为基础。不同于Ｃｕｐｐｅｎ’ｓ方法和Ｌａｇｕｅｒｒｅ迭代法。理论分析和数值实验的结果表明：新算法的收敛速度明显比文［１］中的Ｌａｇｕｅｒｅ迭代法快。在相同的精度要求下，当问题规模较大时。This paper presents a new divide and conquer algorithm for the eigenvalue problem of symmetric tridiagonal matrices.The new algorithm oases on bisection and secant iteration,which is different from Cuppen's method and Laguerre iteration.The results of theoretical analysis and numerical testing show that the convergent rate of our algorithm is obviously faster than that of Laguerre iteration presented in When the problem scale is quite large,with the same requirement of accuracy,more than 40% of the computing time can be reduced by using this new algorithm.

关 键 词：特征值 矩阵 对称三对角矩阵 分治算法 

分 类 号：O241.6[理学—计算数学]