The Computation of Eigenvalues. I. Real Symmetric Matrices

Abstract

Previous article Next article The Computation of Eigenvalues. I. Real Symmetric MatricesMathura D. SawhneyMathura D. Sawhneyhttps://doi.org/10.1137/0112060PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] H. H. Goldstine, , F. J. Murray and , J. von Neumann, The Jacobi method for real symmetric matrices, J. Assoc. Comput. Mach., 6 (1959), 59–96 MR0102171 0092.12806 CrossrefISIGoogle Scholar[2] J. Greenstadt, A method for finding roots of arbitrary matrices, Math. Tables Aids Comput., 9 (1955), 47–52 MR0073283 0065.24801 CrossrefGoogle Scholar[3] Alston S. Householder and , Friedrich L. Bauer, On certain methods for expanding the characteristic polynomial, Numer. Math., 1 (1959), 29–37 10.1007/BF01386370 MR0100962 0089.11802 CrossrefGoogle Scholar[4] C. Donald La Budde, Two new classes of algorithms for finding the eigenvalues and eigenvectors of real symmetric matrices, J. Assoc. Comput. Mach., 11 (1964), 53–58 MR0168108 0124.33003 CrossrefISIGoogle Scholar[5] J. M. Ortega, An error analysis of Householder's method for the symmetric eigenvalue problem, Tech. Report, 18, Stanford University Applied Math. and Statist. Lab., 1962 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Volume 12, Issue 4| 1964Journal of the Society for Industrial and Applied Mathematics History Submitted:12 October 1963Published online:13 July 2006 InformationCopyright © 1964 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/0112060Article page range:pp. 726-733ISSN (print):0368-4245ISSN (online):2168-3484Publisher:Society for Industrial and Applied Mathematics