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Balancing a matrix for calculation of eigenvalues and eigenvectors

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References

  1. Osborne, E. E.: On pre-conditioning of matrices. Jour. ACM7, 338–345 (1960).

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  2. Wilkinson, J. H.: The algebraic eigenvalue problem. London: Oxford University Press 1965

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  3. Martin, R. S., andJ. H. Wilkinson: Similarity reduction of general matrices to Hessenberg form. Num. Math.12, 349–368 (1969).

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  4. —— The modified LR algorithm for complex Hessenberg matrices. Num. Math. 12, 369–376 (1969).

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  5. — Francis'QR algorithm for real Hessenberg matrices. To appear Num. Math.

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Authors and Affiliations

  1. Department of Computer Science, University of California, 94720, Berkeley, California, USA

    B. N. Parlett (Associate Professor)

  2. Mathematisches Institut der Technischen Hochschule, Arcisstr. 21, 8000, München 2

    C. Reinsch

Authors
  1. B. N. Parlett
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  2. C. Reinsch
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Additional information

Editor's note. In this fascicle, prepublication of algorithms from the Linear Algebra Series of the Handbook for Automatic Computation is continued. Algorithms are published inAlgol 60 reference language as approved by the IFIP. Contributions in this series should be styled after the most recently published ones.

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Parlett, B.N., Reinsch, C. Balancing a matrix for calculation of eigenvalues and eigenvectors. Numer. Math. 13, 293–304 (1969). https://doi.org/10.1007/BF02165404

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  • DOI: https://doi.org/10.1007/BF02165404

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