Report Number: CS-TR-77-634
Institution: Stanford University, Department of Computer Science
Title: A new proof of global convergence for the tridiagonal QL algorithm
Author: Hoffmann, Walter
Author: Parlett, Beresford N.
Date: October 1977
Abstract: By exploiting the relation of the QL algorithm to inverse iteration we obtain a proof of global convergence which is more conceptual and less computational than previous analyses. The proof uses a new, but simple, error estimate for the first step of inverse iteration.
http://i.stanford.edu/pub/cstr/reports/cs/tr/77/634/CS-TR-77-634.pdf