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A Modified Inverse Iteration Method for Computing the Symmetric Tridiagonal Eigenvectors

Wei Chu, Yao Zhao and Hua Yuan ()
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Wei Chu: School of Naval Architecture and Ocean Engineering, Huazhong University of Sciences and Technology, Wuhan 430074, China
Yao Zhao: School of Naval Architecture and Ocean Engineering, Huazhong University of Sciences and Technology, Wuhan 430074, China
Hua Yuan: School of Naval Architecture and Ocean Engineering, Huazhong University of Sciences and Technology, Wuhan 430074, China

Mathematics, 2022, vol. 10, issue 19, 1-29

Abstract: This paper presents a novel method for computing the symmetric tridiagonal eigenvectors, which is the modification of the widely used Inverse Iteration method. We construct the corresponding algorithm by a new one-step iteration method, a new reorthogonalization method with the general Q iteration and a significant modification when calculating severely clustered eigenvectors. The numerical results show that this method is competitive with other existing methods, especially when computing part eigenvectors or severely clustered ones.

Keywords: symmetric tridiagonal matrix; eigenvector solver; clustered eigenpairs; orthogonalization; general Q iteration (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
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