Inner deflation of Symmetric, Tridiagonal Matrices

Inderjit Dhillon, A. Malyshev

Abstract:   Suppose that one knows an accurate approximation to an eigenvalue of a real symmetric tridiagonal matrix. A variant of deflation by the Givens rotations is proposed in order to split off the approximated eigenvalue. Such a deflation can be used instead of inverse iteration to compute the corresponding eigenvector.

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  • Inner deflation of Symmetric, Tridiagonal Matrices (pdf)
    I. Dhillon, A. Malyshev.
    Linear Algebra and its Applications 358(1), pp. 139-144, January 2003.

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