THE EIGENVALUES OF SYMMETRIC TRIDIAGONAL MATRIX METHOD WITH ACCELERATION MBY THE QR SHIFT

Abstract

This research investigates the application of the QR - method for computing all the eigenvalues of the real symmetric tridiagonal matrix. The Householder method will be used for reduction of the real symmetric matrix to symmetric tridiagonal form, and then the so called QR - method with acceleration shift applies a sequence of orthogonal transformations to the symmetric tridiagonal matrix which converges to a similar matrix that is tridiagonal. This tridiagonal matrix possesses an eigenvalues similar to the eigenvalues of the symmetric tridiagonal matrix. Particular attention is paid to the shift technique that accelerates the rate of convergence. Computer algorithms for implementing the Householder's method and QR – method are presented. Computer Matlab programs for performing the Householder algorithm and the QR algorithm (with acceleration shift) are listed in the Appendix.