| W. Kahan. When to neglect offdiagonal elements of symmetric tridiagonal matrices. Computer Science Dept. Technical Report CS42, Stanford University, Stanford, CA, July 1966. |
.... b 2 i 1 ) b 2 i ffi ae (2ae ffi b 2 i ffi ae ) if tol 2 then b i = 0 This also guarantees that no eigenvalue will change by more than tol (in fact it guarantees that the square root of the sum of the squares of the changes in all the eigenvalues is bounded by tol) [17, 22]. Although it sets b i to zero more often than the simpler test (5.9) it is much more expensive. To guarantee relative accuracy, we need the following new result: Lemma 5.2. Let T be a tridiagonal matrix where for a fixed i jb i j tol Delta (ja i a i 1 j) 1=2 Let T 0 = T except for ....
W. Kahan, When to neglect offdiagonal elements of symmetric tridiagonal matrices, Computer Science Dept. Technical Report CS42, Stanford University, Stanford, CA, July 1966.
.... b 2 i 1 ) b 2 i ffi ae (2ae ffi b 2 i ffi ae ) if tol 2 then b i = 0 This also guarantees that no eigenvalue will change by more than tol (in fact it guarantees that the square root of the sum of the squares of the changes in all the eigenvalues is bounded by tol) [15, 20]. Although it sets b i to zero more often than the simpler test (5.10) it is much more expensive. To guarantee relative accuracy, we need the following new result: Lemma 5.2 Let T be a tridiagonal matrix where for a fixed i jb i j tol Delta (ja i a i 1 j) 1=2 Let T 0 = T except for setting ....
W. Kahan. When to neglect offdiagonal elements of symmetric tridiagonal matrices. Computer Science Dept. Technical Report CS42, Stanford University, Stanford, CA, July 1966.
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W. Kahan. When to neglect offdiagonal elements of symmetric tridiagonal matrices. Computer Science Dept. Technical Report CS42, Stanford University, Stanford, CA, July 1966.
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