On Finding the Eigenvalues of Real Symmetric Tridiagonal Matrices

Addison Fox, F.A.E. Johnson · The Computer Journal · 1966

The speed of the Sturm sequence algorithm for determining the eigenvalues of a tridiagonal matrix is shown to be much enhanced when used in conjunction with the LLT or QR method. Comparative speeds are provided for programs based either on the simple Sturm sequence approach or on one of the two composite techniques. The LLT program, which was found to be significantly faster than the other two, is described in detail.

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