Instead we will try to construct another householder matrix PP, and after applying PP and its transpose PTPT on matrix BB repetitively, we end with a tridiagonal matrix.For P1P1, it is represented by the following block matrix:P1=[100H1]P1=[100H1]And H1H1 here is no longer a ...
Householder transformationInverse iterationEigenvalue decompositionA new inverse iteration algorithm that can be used to compute all the eigenvectors of a real symmetric tridiagonal matrix on parallel computers is developed. In the classical inverse iteration algorithm, the modified Gram-Schmidt ...