(1) Scale matrix to allowable range, if necessary.
(2) Reduce symmetric matrix to tridiagonal form (with Householder
(3) peform Symmetric QR algorithm on the tridiag matrix
(4) If matrix was scaled, then rescale eigenvalues appropriately.
To know more about these algorithm, please read [Trefethen and
Bau], [Golub and van Loan] and [Demmel]. The ScaLAPACK source code is
also somewhat readable.
On Sun, 1 Nov 2009, Aniruddha Kadne wrote:
I am Aniruddha from Arizona State University, Tempe. I need to know about
underlying method used (eg. Givens, Householder,LU decomposition etc ) for
Awaiting your reply.
Thanks & Regards,