THE QZ ALGORITHM FOR THE CALCULATION OF THE EIGENVALUES OF A REAL MATRIX
EVANS, D. J.; YOUSIF, W. S.; EVANS, D. J.; Parallel Algorithms Research Centre, University of Technology; YOUSIF, W. S.; Parallel Algorithms Research Centre, University of Technology
Журнал:
Parallel Algorithms and Applications
Дата:
1994
Аннотация:
AbstractIn this paper we present a new algorithm for calculating the eigenvalues of a real matrix. The algorithm is based on the orthogonal decomposition of a square dense matrix by the QZ method proposed in [1]. A comparison with the QR algorithm confirm the new algorithm to be computationally superior.
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