A stable algorithm for reducing a symmetric, non-definite matrix of ordern to tridiagonal form, involving aboutn 3/6 additions and multiplications is presented.
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B. N. Parlett and J. K. Reid,On the solution of a system of linear equations whose matrix is symmetric but not definite, BIT 10, No. 3 (1970), 386–397.
J. H. Wilkinson,The algebraic eigenvalue problem, Oxford University Press, Oxford 1965.
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Aasen, J.O. On the reduction of a symmetric matrix to tridiagonal form. BIT 11, 233–242 (1971). https://doi.org/10.1007/BF01931804
- Computational Mathematic
- Symmetric Matrix
- Stable Algorithm
- Tridiagonal Form