Report Number: CS-TR-67-59
Institution: Stanford University, Department of Computer Science
Title: Almost diagonal matrices with multiple or close eigenvalues
Author: Wilkinson, James H.
Date: April 1967
Abstract: If A = D + E where D is the matrix of diagonal elements of A, then when A has some multiple or very close eigenvalues, E has certain characteristic properties. These properties are considered both for hermitian and non-hermitian A. The properties are important in connexion with several algorithms for diagonalizing matrices by similarity transformations.
http://i.stanford.edu/pub/cstr/reports/cs/tr/67/59/CS-TR-67-59.pdf