An implementation of the dqds algorithm (positive case)
The authors discuss in detail the issues that have to be faced in the computer realization of the differential quotient-difference algorithm with shifts algorithm: criteria accepting a value, splitting the matrix, choosing shift, as well as using IEEE arithmetic, and avoiding unnecessary over/underflows. Some new formulae are also developed to approximate the smallest eigenvalue from a twisted factorization of a matrix.
differential quotient-difference algorithm with shifts
scientific article; zbMATH DE number 1443451