Discontinuous Plane Rotations and the Symmetric Eigenvalue Problem
Elementary plane rotations are one of the building blocks of numerical linear algebra and are employed in reducing matrices to condensed form for eigenvalue computations and during the QR algorithm. Unfortunately, their implementation in standard packages such as EISPACK, the BLAS and LAPACK lack the continuity of their mathematical formulation, which makes results from software that use them sensitive to perturbations. Test cases illustrating this problem will be presented, and reparations to the standard software proposed.
Published 2000-12-01 05:00:00 as ut-cs-00-454 (ID:277)