A New Proof of Global Convergence for the Tridiagonal $QL$ Algorithm

W. Hoffmann, Beresford Ν. Parlett · SIAM Journal on Numerical Analysis · 1978

By exploiting the relation of the $QL$ algorithm to inverse iteration we obtain a proof of global convergence which is more conceptual and less computational than previous analyses. The proof uses a new, but simple, error estimate for the first step of inverse iteration.

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