On the convergence rate of the QL algorithm with Wilkinson's shift (Q1111335)

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scientific article; zbMATH DE number 4076464
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On the convergence rate of the QL algorithm with Wilkinson's shift
scientific article; zbMATH DE number 4076464

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    On the convergence rate of the QL algorithm with Wilkinson's shift (English)
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    1989
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    Let T be a symmetric tridiagonal matrix with distinct eigenvalues, and let \(\lambda_ i\) denote the distinct eigenvalues of T in increasing order. It is proved in this note that if \(\lambda_ i\) satisfies \(| \lambda_{i-1}-\lambda_ i| \neq | \lambda_{i+1}-\lambda_ i|\), then the convergence rate of the QL algorithm with Wilkinson's shift, applied to T, is better than cubic.
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    convergence rate
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    symmetric tridiagonal matrix
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    QL algorithm with Wilkinson's shift
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