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scalation.linalgebra

SymmetricQRstep

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.

Linear Supertypes
Error, Eigen, AnyRef, Any
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Value Members

  1. final def flaw(method: String, message: String): Unit

    Show the flaw by printing the error message.

    Show the flaw by printing the error message.

    method

    the method where the error occurred

    message

    the error message

    Definition Classes
    Error
  2. 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