ISSN:
0029-5981
Schlagwort(e):
Engineering
;
Engineering General
Quelle:
Wiley InterScience Backfile Collection 1832-2000
Thema:
Mathematik
,
Technik allgemein
Notizen:
This paper presented an efficient computational algorithm for the eigensolution for real symmetric positive definite matrices. The algorithm is based on the Cholesky decomposition and will be referred to as the Cholesky algorithm. The efficiency of the algorithm is due to the combination of several iteration cycles into one, as well as to a judicious choice of shifts. The latter is accomplished by combining an approach based on Sturm's theorem for the initial stages of the process with another approach based on Gersch-gorin's theorem for the subsequent and final stages of the process. The efficiency of the proposed algorithm was tested against that of the QL method and was found to be superior. Moreover, its superiority increases with an increase in the order of the eigenvalue problem. For an eigenvalue problem of order 100, the proposed algorithm produced a solution in about one-half the time required by the QL method.
Zusätzliches Material:
2 Ill.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1002/nme.1620170608
