解对称带状矩阵特征值问题的二分法及其改进

A BISECTION METHOD AND ITS MODIFICATION FOR SOLVING THE EIGENVALUE PROBLEM OF SYMMETRIC BAND MATRICES

  • 摘要: 提出了解对称带状矩阵特征值问题的一种二分法。当仅需计算指定的部分特征值及其特征向量时,该方法尤其适合。进一步,我们还对二分法作改进。改进策略是:先用二分法计算若干步,得到特征值的近似值;然后从该近似值出发进行Rayleigh商迭代,直至其达到要求的精度为止。

     

    Abstract: A bisection method is presented for solving the eigenvalue problem of symmetric band matrices.This method is especially suitable for the case where only a few eigenpairs are needed. Further more,a modified strategy is also presented.The main idea is that firstly using the bisection for some steps to obtain an approximate eigenvalue,then Rayleigh Quotient Iteration is applied to extract the eigenvalue to a predifined accuracy.

     

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