On the coding of Jacobi's method of computing eigenvalues and eigenvectors of real, symmetric matrices

Computing all eigenvalues of a modest size matrix typically proceeds in two phases. In the first phase, the matrix is transformed to a suitable condensed matrix format, sharing the eigenvalues, and in the second stage the eigenvalues ...

A recently proposed algorithm for the computation of the eigenvalues of symmetric banded Toeplitz matrices is investigated.The basic idea of the algorithm is to embed the Toeplitz matrix in a symmetric circulant matrix of higher order. After having ...

This paper presents a new Jacobi---Davidson type method to compute several real eigenvalues of the Hermitian quadratic eigenvalue problem. This method uses a simple index to sort the eigenvalues of the projected quadratic eigenvalue problem and extracts ...