scalation.linalgebra

SymmetricQRstep

Related Doc: package linalgebra

object SymmetricQRstep extends Eigen with Error

The SymmetricQRstep object performs a symmetric QR step with a Wilkinson shift.

See also

http://people.inf.ethz.ch/arbenz/ewp/Lnotes/chapter3.pdf (Algorithm 3.6)

Algorithm 8.3.2 in Matrix Computations.

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  17. def qRStep(t: SymTriMatrixD, p: Int, q: Int): Unit

    Apply a QR reduction step to matrix t.

    Apply a QR reduction step to matrix t.

    t

    the unreduced symmetric tridiagonal matrix

    p

    the row index

    q

    the column index

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