Analysis of third-order methods for secular equations

Third-order numerical methods are analyzed for secular equations. These equations arise in several matrix problems and numerical linear algebra applications. A closer look at an existing method shows that it can be considered as a classical method for an equivalent problem. This not only leads to other third-order methods, it also provides the means for a unifying convergence analysis of these methods and for their comparisons. Finally, we consider approximated versions of the aforementioned methods.

• Type: Journal
• Year: 1998
• Where: MOC
• Authors: A. Melman
• Keywords: MOC 1998, Numerical Linear Algebra, Third-order Methods, Third-order Numerical Methods