The modified bordering method to evaluate eigenvalues and eigenvectors of normal matrices

A bordering procedure is here proposed to evaluate the eigensystem of hermitian matrices, and more in general of normal matrices, when the spectral decomposition is known of then−1×n−1 principal minor. The procedure is also applicable to special real and nonsymmetric matrices here named quasi-symmetric. The computational cost to write the characteristic polynomial isO(n2), using a new set of recursive formulas. A modified Brent algorithm is used to find the roots of the polynomial. The eigenvectors are evaluated in a direct way with a computational cost ofO(n2) for each one. Some numerical considerations indicate where numerical difficulties may occur. Numerical results are given comparing this method with the Givens-Householder one.

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