Computing eigenvalues: Lanczos algorithm with a new recursive partitioning method
In order to compute the eigenvalues of tridiagonal matrices obtained by applying the Lanczos algorithm to a symmetric matrix, the authors propose a recursion that combines the standard partitioning based on Sturm sequences with a local analysis that allows them to apply the Newton method when its convergence is ensured. The two numerical experiments reported suggest that a significant saving in computation time can be achieved.
scientific article; zbMATH DE number 1391656
scientific article