Summary
A method is given for calculating the eigenvalues of a symmetric tridiagonal matrix. The method is shown to be stable and for a large class of matrices it is, asymptotically, faster by an order of magnitude than theQR method.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
References
Bunch, J.R., Nielsen, C.P., Sorensen, D.C.: Rank one modification of the symmetric eigenproblem. Numer. Math.31, 31–48 (1978)
Bus, J.C., Dekker, T.J.: Two efficient algorithms with guaranteed convergence for finding a zero of a functions TOMS1, 330–345 (1975)
Golub, G.H.: Some modified mautrix eigenvalue problems. SIAM Rev.15, 318–334 (1973)
Gregory, R.T., Karney, D.L.: A collection of matrices for testing computational algorithms. New York: John Wiley, 1969
Numal, A library of numerical procedures in Algol 60, second revision. Mathematisch Centrum Amsterdam, 1977
Wilkinson, J.H.: The algebraic eigenvalue problem. Oxford: Clarendon Press 1965
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Cuppen, J.J.M. A divide and conquer method for the symmetric tridiagonal eigenproblem. Numer. Math. 36, 177–195 (1980). https://doi.org/10.1007/BF01396757
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01396757