Quasi-Laguerre Iteration in Solving Symmetric Tridiagonal Eigenvalue Problems

  • Authors:
  • Qiang Du;Ming Jin;T. Y. Li;Z. Zeng

  • Affiliations:
  • -;-;-;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 1996

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Abstract

In this article, the quasi-Laguerre iteration is established in the spirit of Laguerre's iteration for solving polynomial $f$ with all real zeros. The new algorithm, which maintains the monotonicity and global convergence of the Laguerre iteration, no longer needs to evaluate $f''$. The ultimate convergence rate is $\sqrt{2} + 1$. When applied to approximate the eigenvalues of a symmetric tridiagonal matrix, the algorithm substantially improves the speed of Laguerre's iteration.