Bisection acceleration for the symmetric tridiagonal eigenvalue problem (Q1964055)

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.