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Quasi-Laguerre iteration in solving symmetric tridiagonal eigenvalue problems. (English) Zbl 0865.65021

Generalizing the Laguerre iteration, which calculates the zeros of a polynomial with real zeros, a quasi-Laguerre iteration is developed. Contrary to the former, it does not require the calculation of the second derivative. It is monotone, globally convergent with convergence rate \(1+\sqrt 2\). Also applications to eigenvalue problems for symmetric tridiagonal matrices are discussed and extensive numerical tests reported.

MSC:

65F15 Numerical computation of eigenvalues and eigenvectors of matrices
65H05 Numerical computation of solutions to single equations
12Y05 Computational aspects of field theory and polynomials (MSC2010)
26C10 Real polynomials: location of zeros
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