Bisection acceleration for the symmetric tridiagonal eigenvalue problem

DOI10.1023/A:1019146505291MaRDI QIDQ1964055zbMATH OpenOpenAlexFDO

Authors Elliot Linzer, Victor Y. Pan

Publication date 22 October 2000

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1019146505291

zbMATH Keywords

bisection algorithmcomplexityconvergenceconvergence accelerationeigenvaluesNewton iterationnumerical examplessymmetric tridiagonal matrix

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50) Complexity and performance of numerical algorithms (65Y20)

Review text

Eigenvalues in an interval for a symmetric tridiagonal matrix are computed. The interval is divided using a double exponential sieve, giving one very short interval and one with a good isolation ratio, which guarantees a rapid convergence of a Newton iteration. A complexity analysis is given, which shows that this improves on the traditional bisection algorithm, and this is illustrated on numerical examples.

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