Geodesic
The fast bisection eigenvalue method for Hermitian order one quasiseparable matrices and computations of norms
Electronic transactions on numerical analysis, Tome 44 (2015), pp. 342-366.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: Since we can evaluate the characteristic polynomial of an $N\times N$ order one quasiseparable Hermitian matrix $A$ in less than $10N$ arithmetical operations by sharpening results and techniques from Eidelman, Gohberg, and Olshevsky [Linear Algebra Appl., 405 (2005), pp. 1 -- 40], we use the Sturm property with bisection to compute all or selected eigenvalues of $A$. Moreover, linear complexity algorithms are established for computing norms, in particular, the Frobenius norm $\|A\|_F$ and $\|A\|_{\infty},\|A\|_{1}$, and other bounds for the initial interval to be bisected. Upper and lower bounds for eigenvalues are given by the Gershgorin Circle Theorem, and we describe an algorithm with linear complexity to compute them for quasiseparable matrices.
Classification : 15A18, 15A15, 65F35, 15A57, 65F15
Keywords: quasiseparable, Hermitian, Sturm property, matrix norm, eigenvalues, bisection 
@article{ETNA_2015__44__a12,
     author = {Eidelman, Yuli and Haimovici, Iulian},
     title = {The fast bisection eigenvalue method for {Hermitian} order one quasiseparable matrices and computations of norms},
     journal = {Electronic transactions on numerical analysis},
     pages = {342--366},
     publisher = {mathdoc},
     volume = {44},
     year = {2015},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_2015__44__a12/}
}
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Eidelman, Yuli; Haimovici, Iulian. The fast bisection eigenvalue method for Hermitian order one quasiseparable matrices and computations of norms. Electronic transactions on numerical analysis, Tome 44 (2015), pp. 342-366. http://geodesic.mathdoc.fr/item/ETNA_2015__44__a12/