A method is given for calculating the eigenvalues of a symmetric tridiagonal matrix. The method is shown to be stable and for a large class of matrices it is, asymptotically, faster by an order of magnitude than the QR method.
%0 Journal Article
%1 cuppen
%A Cuppen, J.J.M.
%D 1980
%I Springer-Verlag
%J Numerische Mathematik
%K eigenvalues secular.equation
%N 2
%P 177-195
%R 10.1007/BF01396757
%T A Divide and Conquer Method for the Symmetric Tridiagonal Eigenproblem
%V 36
%X A method is given for calculating the eigenvalues of a symmetric tridiagonal matrix. The method is shown to be stable and for a large class of matrices it is, asymptotically, faster by an order of magnitude than the QR method.
@article{cuppen,
abstract = {A method is given for calculating the eigenvalues of a symmetric tridiagonal matrix. The method is shown to be stable and for a large class of matrices it is, asymptotically, faster by an order of magnitude than the QR method.},
added-at = {2014-01-28T17:00:11.000+0100},
author = {Cuppen, J.J.M.},
biburl = {https://www.bibsonomy.org/bibtex/2b43d4022ed15fe29b84aed05a16e2990/ytyoun},
doi = {10.1007/BF01396757},
interhash = {64ab8757b12be96e27f5c84e32889b02},
intrahash = {b43d4022ed15fe29b84aed05a16e2990},
issn = {0029-599X},
journal = {Numerische Mathematik},
keywords = {eigenvalues secular.equation},
language = {English},
number = 2,
pages = {177-195},
publisher = {Springer-Verlag},
timestamp = {2015-07-19T10:11:34.000+0200},
title = {A Divide and Conquer Method for the Symmetric Tridiagonal Eigenproblem},
volume = 36,
year = 1980
}