A Fast and Accurate Algorithm for Computing Desired Eigenpairs of Hermitian Matrices

Chang Wan JEON  Hyoung Joong KIM  Jang Gyu LEE 

Publication
IEICE TRANSACTIONS on Information and Systems  Vol.E79-D  No.3  pp.182-188
Publication Date: 1996/03/20
Online ISSN: 
Print ISSN: 0916-8532
Type of Manuscript: PAPER
Category: Algorithm and Computational Complexity
Keyword: 
eigenvalue,  eigenvector,  algorithm,  computational complexity, 

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Summary: 
A fast and stable algorithm for locating a desired eigenvalue and its corresponding eigenvector is presented. Its effectiveness is shown through a numerical simulation. The proposed algorithm is fast and numerically accurate enough to be applied to a real application.