Computing a Few Eigenvalues and Eigenvectors of a Symmetric Band Matrix
David Sanborn Scott · SIAM Journal on Scientific and Statistical Computing · 1984
This paper presents a new combination of the bisection algorithm and the Rayleigh quotient iteration for computing a few eigenvalues of a symmetric band matrix. Both global and local convergence results are proved and numerical examples are presented. The modification of the algorithm needed to handle generalized eigenvalue problems is described.