The Envelope Method
Prof Beresford Parlett ( UC Berkeley )
- 14:00 8th May 2008 ( week 3, Trinity Term 2008 )Lecture Theatre A
The task is to compute orthogonal eigenvectors (without Gram-Schmidt) of symmetric tridiagonals for isolated clusters of close eigenvalues. We review an "old" method, the Submatrix method, and describe an extension which significantly enlarges the scope to include several mini-clusters within the given cluster. An essential feature is to find the envelope of the associated invariant subspace.