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scientific article; zbMATH DE number 1389757
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scientific article; zbMATH DE number 1389757 |
Statements
20 February 2000
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perturbation of eigenvalue
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symmetric tridiagonal matrix
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\(QR\) algorithm
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\(QL\) algorithm
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Rayleigh quotient shift
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Wilkinson shift
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0.8231150507926941
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Estimates for the eigenvalues are given when the off-diagonal elements in a tridiagonal matrix are replaced by zero. The results can be applied to \(QR\) or \(QL\) algorithm with Rayleigh quotient shift or Wilkinson shift. A quadratic estimate in general is presented. The difference between the eigenvalues of an unreduced symmetric tridiagonal matrix \(T\) and an approximate matrix \[ \widehat T=\left[\begin{smallmatrix} \alpha_1 & \\ & T_{2,n}\end{smallmatrix}\right] \] are deduced and illustrated by two examples. The estimate improves the Hager's result of \textit{W. W. Hager} and \textit{R. N. Pederson} [Linear Algebra Appl. 42, 39-55 (1982; Zbl 0476.15008)]. The estimate in another case for a matrix of the type \[ \widehat T=\left[\begin{smallmatrix} T_{1, i-1} & &\\ & \alpha_i &\\ & & T_{i+1,n}\end{smallmatrix}\right] \] is discussed and an example is given.
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