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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2008 Volume 48, Number 7, Pages 1156–1166 (Mi zvmmf4556)

This article is cited in 4 papers

On a special basis of approximate eigenvectors with local supports for an isolated narrow cluster of eigenvalues of a symmetric tridiagonal matrix

S. K. Godunova, A. N. Malyshevb

a Sobolev Institute of Mathematics, Siberian Branch, Russian Academy of Sciences, pr. Koptyuga 4, Novosibirsk, 630090, Russia
b Department of Mathematics, University of Bergen, Johannes Brunsgate 12, Bergen, 5008, Norway

Abstract: Let $\tilde\lambda$ be an approximate eigenvalue of multiplicity $m_c=n-r$ of an $n\times n$ real symmetric tridiagonal matrix $T$ having nonzero off-diagonal entries. A fast algorithm is proposed (and numerically tested) for deleting $m_c$ rows of $T-\tilde\lambda I$ so that the condition number of the $r\times n$ matrix $B$ formed of the remaining r rows is as small as possible. A special basis of $m_c$ vectors with local supports is constructed for the subspace kerB. These vectors are approximate eigenvectors of $T$ corresponding to $\tilde\lambda$. Another method for deleting $m_c$ rows of $T-\tilde\lambda I$ is also proposed. This method uses a rank-revealing $\mathrm{QR}$ decomposition; however, it requires a considerably larger number of arithmetic operations. For the latter algorithm, the condition number of $B$ is estimated, and orthogonality estimates for vectors of the special basis of $\operatorname{ker}B$ are derived.

Key words: tridiagonal matrix, eigenvalues, eigenvectors, Sturm sequences.

UDC: 519.614

Received: 25.12.2007


 English version:
Computational Mathematics and Mathematical Physics, 2008, 48:7, 1089–1099

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© Steklov Math. Inst. of RAS, 2024