algorithm for converting simple matrix into tridiagonal matrix
in [Matlab]
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From: prerna on 4 Jan 2010 00:28 hi all, i want to convert any arbitrary matrix into a tridiagonal matrix. i have gone thru Lanczos algorithm also. Can anybody suggest me the most appropriate algorithm
From: Bruno Luong on 4 Jan 2010 08:12 "prerna " <rahul8284(a)gmail.com> wrote in message <hhru93$k0b$1(a)fred.mathworks.com>... > hi all, > i want to convert any arbitrary matrix into a tridiagonal matrix. i have gone thru Lanczos algorithm also. Can anybody suggest me the most appropriate algorithm Take a look at Householder and Given transformations. Lanzos is interesting when the matrix-vector product computation is cheap (e.g., sparse matrix), but not very stable. There is a tone of papers and books on this topic. Bruno
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