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The Computer Journal 1961 4(3):230-241; doi:10.1093/comjnl/4.3.230
© 1961 by British Computer Society
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Rigorous Error Bounds for Computer Eigensystems

J. H. Wilkinson

Mathematics Division, National Physical Laboratory, Teddington, UK

This paper describes techniques for the automatic determination of rigorous error bounds for a computer eigensystem. The methods used, lead directly to an improved eigensystem and the error bounds are for the improved system. They have the same theoretical basis as the method of H. Jahn, but here the main emphasis is on the organization of the computation which is necessary for the determination of the error bounds.


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