4.5 Article

A divide-and-conquer algorithm for the eigendecomposition of symmetric block-diagonal plus semiseparable matrices

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NUMERISCHE MATHEMATIK
卷 96, 期 4, 页码 723-731

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SPRINGER HEIDELBERG
DOI: 10.1007/s00211-002-0199-1

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We present a fast and numerically stable algorithm for computing the eigendecomposition of a symmetric block diagonal plus semiseparable matrix. We report numerical experiments that indicate that our algorithm is significantly faster than the standard method which treats the given matrix as a general symmetric dense matrix.

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