Summary
A method is given for calculating the eigenvalues of a symmetric tridiagonal matrix. The method is shown to be stable and for a large class of matrices it is, asymptotically, faster by an order of magnitude than theQR method.
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Cuppen, J.J.M. A divide and conquer method for the symmetric tridiagonal eigenproblem. Numer. Math. 36, 177–195 (1980). https://doi.org/10.1007/BF01396757
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DOI: https://doi.org/10.1007/BF01396757