著者

山本 有作

出版者

一般社団法人日本応用数理学会

雑誌

日本応用数理学会論文誌 (ISSN:09172246)

巻号頁・発行日

vol.15, no.2, pp.181-208, 2005-06-25

被引用文献数

6

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The Algorithm of Multiple Relatively Robust Representations (MR^3) is a new algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem proposed by I. Dhillon in 1997. It has attracted much attention because it can compute all the eigenvectors of an n×n matrix in only O(n^2) work and is easy to parallelize. In this article, we survey the papers related to the MR^3 algorithm and try to present a simple and easily understandable picture of the algorithm by explaining, one by one, its key ingredients such as the relatively robust representations of a symmetric tridiagonal matrix, the dqds algorithm for computing accurate eigenvalues and the twisted factorization for computing accurate eigenvectors. Limitations of the algorithm and directions for future research are also discussed.