A QL Procedure for Computing the Eigenvalues of Complex Symmetric Tridiagonal Matrices

Authors:
Jane K. Cullum;Ralph A. Willoughby
Affiliations:
-;-
Venue:
SIAM Journal on Matrix Analysis and Applications
Year:
1996

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Abstract

We present a storage efficient procedure for computing all of the eigenvalues of a complex symmetric tridiagonal matrix. This procedure mimics the implicit $QL$ procedure for computing all of the eigenvalues of a real symmetric tridiagonal matrix, modified by heuristics for monitoring and maintaining numerical stability. Numerical experiments demonstrate the capabilities of this procedure.