Matrix eigenvalue problems arise in a wide variety of fields in science and engineering, so it is important to have reliable and efficient methods for solving them. Of the methods devised, bulge-chasing algorithms, such as the famous QR and QZ algorithms, are the most important. This book focuses on pole-swapping algorithms, a new class of methods that are generalizations of bulge-chasing algorithms and a bit faster and more accurate owing to their inherent flexibility. The pole-swapping theory developed by the authors sheds light on the functioning of the whole class of algorithms, including QR and QZ.
Pole-Swapping Algorithms for the Eigenvalue Problem
is the only book on the topic,
describes the state of the art on eigenvalue methods, and
provides an improved understanding and explanation of why these important algorithms work.
This monograph is about a class of methods for solving matrix eigenvalue problems. We assume that the reader has already had some exposure to eigenvalue problems and agrees with us that they are important.
ISBN: 978-1-61197-836-0
Book Series Name: SIAM Spotlights
Book Code: SL07
Book Pages: viii + 96
