Accelerated bisection techniques for tri‐ and quindiagonal matrices
G. B. Baker · International Journal for Numerical Methods in Engineering · 1992
Abstract This paper considers accelerated bisection methods for calculating the eigenvalues of symmetric tridiagonal and quindiagonal matrices using cubic polynomial interpolation, as well as first and second order Newton iteration. Recursive relations based on the Sturm sequences are presented for the Newton type methods. The relations use a convenient scaling which retains the relative magnitudes in the iterative schemes but which avoids numerical overflow. Numerical examples show a significant increase in convergence rate.