ON NUMERICAL PROPERTIES OF COMPLEX SYMMETRIC HOUSEHOLDER MATRICES

  • Smoktunowicz, Alicja (Faculty of Mathematics and Information Science, Warsaw University of Technology) ;
  • Grabarski, Adam (Faculty of Mathematics and Information Science, Warsaw University of Technology)
  • Published : 2003.12.25

Abstract

Analysis is given of construction and stability of complex symmetric analogues of Householder matrices, with applications to the eigenproblem for such matrices. We investigate numerical properties of the deflation of complex symmetric matrices by using complex symmetric Householder transformations. The proposed method is very similar to the well-known deflation technique for real symmetric matrices (Cf. [16], pp. 586-595). In this paper we present an error analysis of one step of the deflation of complex symmetric matrices.