计算广义实对称三对角矩阵特征值问题的分治算法

关于广义实对称三对角矩阵特征值问题的计算，本文提出了一个新的分治算法。该算法以二分法、割线法迭代为基础，采用分而治之策略。理论分析和数据试验结果表明：该算法的收敛速度快，可以节省大量的计算时间。

The Divide-and-Conquer Algorithm for Generalized Symmetric Tridiagonal Eigenvalue Problems

The generalized eigenvalue problem is an important research subject in scientific computing and engineering applications. In this paper we present an algorithm for finding the eigenvalues of a symmetric definite tridiagonal matrix. Our algorithm employs the Divide and Conquer strategy, bisection and secant's iteration. Theoretical analysis and numerical experiments are presented which show that our algorithm converges fast and can save much time.