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The Computer Journal 1972 15(3):268-270; doi:10.1093/comjnl/15.3.268
© 1972 by British Computer Society
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LR algorithm with Laguerre shift for symmetric tridiagonal matrices

J. Grad * and E. Zakrajsek *

J. Stefan Institute, Institute of Mathematics, Physics and Mechanics, University of Ljubljana, Ljubljana, Yugoslavia

This paper presents an algorithm for finding the eigenvalues of tridiagonal symmetric matrices. The method is in fact Laguerre's method modified in such a way that the explicit calculations of the coefficients of characteristic polynomial are avoided. Each eigenvalue is evaluated by the iterative process with cubic rate of convergence.

Received September 1971.

* J. Stefan Institute, Institute of Mathematics, Physics and Mechanics, University of Ljubljana, Ljubljana, Yugoslavia


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