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Recursion formulae for the characteristic polynomial of symmetric banded matrices

机译:对称带状矩阵特征多项式的递推公式

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In this article we treat the algebraic eigenvalue problem for real, symmetric, and banded matrices of size N x N, say. For symmetric, tridiagonal matrices, there is a well-known two-term recursion to evaluate the characteristic polynomials of its principal submatrices. This recursion is superfast, i.e. it requires O(N) additions and multiplications. Moreover, it is used as the basis for a numerical algorithm to compute particular eigenvalues of the matrix via bisection. We derive similar recursion formulae also with O(N) numerical operations for symmetric matrices with arbitrary bandwidth, containing divisions. The main results are divisionfree recursions for penta- and heptadiagonal symmetric matrices. These recursions yield similarly as in the tridiagonal case stable and superfast algorithms to compute any particular eigenvalue. (c) 2007 Elsevier Inc. All rights reserved.
机译:在本文中,我们处理大小为N x N的实,对称和带状矩阵的代数特征值问题。对于对称的三对角矩阵,有一个众所周知的二项递归来评估其主要子矩阵的特征多项式。这种递归是超快的,即它需要O(N)个加法和乘法。而且,它被用作数值算法的基础,以通过二等分来计算矩阵的特定特征值。对于具有任意带宽且包含除法的对称矩阵,我们还使用O(N)数值运算来推导相似的递归公式。主要结果是五对角和七对角对称矩阵的无除法递归。这些递归的产生与三对角情况下的稳定和超快算法相似,可以计算出任何特定的特征值。 (c)2007 Elsevier Inc.保留所有权利。

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