Concepts inThe design and implementation of the MRRR algorithm
LAPACK
LAPACK (Linear Algebra PACKage) is a software library for numerical linear algebra. It provides routines for solving systems of linear equations and linear least squares, eigenvalue problems, and singular value decomposition. It also includes routines to implement the associated matrix factorizations such as LU, QR, Cholesky and Schur decomposition. LAPACK was originally written in FORTRAN 77, but moved to Fortran 90 in version 3.2 (2008).
more from Wikipedia
Tridiagonal matrix
In linear algebra, a tridiagonal matrix is a matrix that has nonzero elements only in the main diagonal, the first diagonal below this, and the first diagonal above the main diagonal. For example, the following matrix is tridiagonal: The determinant of a tridiagonal matrix is given by a continuant of its elements. Determining an orthogonal transformation to tridiagonal form can be done with the Lanczos algorithm.
more from Wikipedia
Implementation
Implementation is the realization of an application, or execution of a plan, idea, model, design, specification, standard, algorithm, or policy.
more from Wikipedia
Software documentation
Software documentation or source code documentation is written text that accompanies computer software. It either explains how it operates or how to use it, and may mean different things to people in different roles.
more from Wikipedia
Symmetric matrix
In linear algebra, a symmetric matrix is a square matrix that is equal to its transpose. Let A be a symmetric matrix. Then: The entries of a symmetric matrix are symmetric with respect to the main diagonal (top left to bottom right). So if the entries are written as A = (aij), then for all indices i and j. The following 3×3 matrix is symmetric: Every diagonal matrix is symmetric, since all off-diagonal entries are zero.
more from Wikipedia
Big O notation
In mathematics, big O notation is used to describe the limiting behavior of a function when the argument tends towards a particular value or infinity, usually in terms of simpler functions. It is a member of a larger family of notations that is called Landau notation, Bachmann–Landau notation, or asymptotic notation. In computer science, big O notation is used to classify algorithms by how they respond (e.g. , in their processing time or working space requirements) to changes in input size.
more from Wikipedia
Algorithm
In mathematics and computer science, an algorithm Listen/ˈælɡərɪðəm/ (originating from al-Khwārizmī, the famous mathematician Muḥammad ibn Mūsā al-Khwārizmī) is a step-by-step procedure for calculations. Algorithms are used for calculation, data processing, and automated reasoning. More precisely, an algorithm is an effective method expressed as a finite list of well-defined instructions for calculating a function.
more from Wikipedia
Eigenvalues and eigenvectors
The eigenvectors of a square matrix are the non-zero vectors that, after being multiplied by the matrix, remain parallel to the original vector. For each eigenvector, the corresponding eigenvalue is the factor by which the eigenvector is scaled when multiplied by the matrix. The prefix eigen- is adopted from the German word "eigen" for "self" in the sense of a characteristic description. The eigenvectors are sometimes also called characteristic vectors.
more from Wikipedia