Recursion formulae for the characteristic polynomial of symmetric banded matrices (Q924321)

The authors derive recursion formulae, requiring only \(O(N)\) numerical operations, to evaluate the principal submatrices of banded real symmetric \(N\times N\) matrices. In the cases of pentadiagonal and heptadiagonal matrices, these recursions are division-free, and, like the classical recursion for tridiagonal matrices, they yield fast stable algorithms for computing any required eigenvalue. The stability of these division-free recursions makes them more useful than some other recursions, such as those previously suggested by the first author [Linear Algebra Appl. 337, No. 1--3, 1--20 (2001; Zbl 1002.39028)].