engleski

Skew-Symmetric Differential qd Algorithm is Accurate

Differential qd (dqd) algorithm with shifts is probably the fastest algorithm which accurately computes eigenvalues of symmetric tridiagonal matrices. Here we will construct an algorithm for computing eigenvalues of skew-symmetric matrices by using implicitly QR and symplectic QR factorizations. If we apply this algorithm onto tridiagonal skew-symmetric matrices, we obtain the skew--symmetric dqd algorithm. Here incorporation of shifts is a much harder then in symmetric case, and yet to be implemented. But, as we expect, our algorithm enjoys high relative stability.

skew-symmetric matrices; differential qd algorithm

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