The WZ algorithm for the eigenvalue problem of complex matrix

Abstract: In this paper, the WZ algorithm for the eigenvalue problem of a complex matrix is given. By comparing the WZ method with the LR method, the necessary and sufficient condition of the convergence of the algorithm is proposed. The relation between LR factorization with WZ factorization is proved. The illustrative example demonstrated the high precision of the proposed method. [Copyright &y& Elsevier]