Error Analysis of Eigenvalue Techniques Based on Orthogonal Transformations
James Hardy Wilkinson · Journal of the Society for Industrial and Applied Mathematics · 1962
In this paper we give rigorous a priori error bounds for the eigenvalues computed by a number of techniques based upon orthogonal transformations. In order to give as concise a treatment as possible all the techniques are analyzed in exactly the same way although in some cases marginally better results could be obtained by a different treatment. A bound for the Givens’ process has been obtained previously by Givens [5], though the analysis given here is simpler and the bound somewhat sharper. Bounds for the other techniques have not hitherto been available.