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