The Development And Use of Methods of Lr Type

Cover The Development And Use of Methods of Lr Type
The Development And Use of Methods of Lr Type
Beresford Parlett
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This is so because each U^, i j< j, is by construction the - 56 - vector U, premultlplled by a polynomial in A of degree 1 . Now G Is also a polynomial In A, and is non-singular by hypo- thesis. So G commutes with p(A, ) and, further, Gp(A-, )!-, = implies that p(A, )I =0 . Now A has positive subdlagonal ele- ments and so p(A-, )I, has a non-zero (j+1) th element which comes from the highest degree term of p and cannot be affected by the contributions of the lower degree terms. This contradiction shows that this choice of U does determine uniquely the whole trans- formation and so H must be A_ . Francis describes in detail the execution of the algorithm and the choice of the P. For which he uses matrices of the type used by Householder to reduce a symmetric matrix to tridiagonal form [20] This double iteration is approximately four times faster than a straightforward computation of A^ via complex A^ . 37 - 7. The LR Transformation with Interchanges Wilkinson [22] has proposed a variant of the LR transformation which removes the Instability and requires no extra arithmetic oper- ations.

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