The complexity of the matrix eigenproblem

Victor Ya. Pan, Zhao Q. Chen · 1999

The eigenproblem for an n-by-n matrix A is the problem of the approximation (within a relative error bound 2-') of all the eigenvalues of the matrix A and computing the associated eigenspaces of all these eigenvalues.We show that the arithmetic complexity of this problem is bounded by O(n3 + (nlog'n)log b).If the characteristic and mini-

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