Glued Matrices and the MRRR Algorithm
Glued Matrices and the MRRR Algorithm
During the last ten years, Dhillon and Parlett devised a new algorithm (multiple relatively robust representations (MRRR)) for computing numerically orthogonal eigenvectors of a symmetric tridiagonal matrix T with $\mathcal{O}(n^2)$ cost. It has been incorporated into LAPACK version 3.0 as routine {\sc stegr}. We have discovered that the MRRR algorithm …