非对称三对角矩阵的特征值
The Eigenvalues of Unsymmetric Tridiagonal Matrices
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摘要: 首先将非对称三对角矩阵T化为对称三对角矩阵T*,对于对称三对角矩阵T*和位移σ,给出由T*求 其简化矩阵T^的算法。用带Wilkinson位移的QR方法求出对称三对角矩阵的特征值,给出的具体的算法在计 算机上容易实现。Abstract: First, an unsymmetric tridiagonal matrixTis transformed into a symmetric tridiagonal matrix T*. Then, with the symmetric tridiagonal matrixT*and a displacementσgiven, an algorithm of solving for the simplified matrixT^from the matrixT*is presented. Thus, the eigenvalues of the symmetric tridiagonal matrix are obtained byQRmethod with Wilkinson displacement. The concrete algorithm is easy to implement on computers.
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