Report Number: CS-TR-66-43
Institution: Stanford University, Department of Computer Science
Title: Two working algorithms for the eigenvalues of a symmetric tridiagonal matrix
Author: Kahan, William
Author: Varah, James M.
Date: August 1966
Abstract: Two tested programs are supplied to find the eigenvalues of a symmetric tridiagonal matrix. One program uses a square-root-free version of the QR algorithm. The other uses a compact kind of Sturm sequence algorithm. These programs are faster and more accurate than the other comparable programs published previously with which they have been compared.
http://i.stanford.edu/pub/cstr/reports/cs/tr/66/43/CS-TR-66-43.pdf