
The authors consider the block \(qd\) algorithm for block tridiagonal positive definite symmetric matrices, where the blocks are \(\ell \times \ell\) matrices. It is shown that the eigenvalues \(\lambda_i^{(k)}\), \(k \in N\), of the first block on the block diagonal of the decomposition obtained in the \(k\)th step of the \(qd\) algorithm constitute for all \(i=1,2, \dots, \ell\) a strictly increasing sequence, i.e.~\(\lambda_i^{(k)} < \lambda_i^{(k+1)}\), \(k \in N\). The eigenvalues of the last block constitute a strictly decreasing sequence. Furthermore, the convergence of the block \(qd\) algorithm is proved.
Numerical computation of eigenvalues and eigenvectors of matrices, convergence, block \(qd\) algorithm, block \(LR\) algorithm, eigenvalues, block tridiagonal positive definite symmetric matrix, Computational methods for sparse matrices, matrix three term recurrence relation, Jacobi matrix, matrix orthogonal polynomial, Hermitian, skew-Hermitian, and related matrices, [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA]
Numerical computation of eigenvalues and eigenvectors of matrices, convergence, block \(qd\) algorithm, block \(LR\) algorithm, eigenvalues, block tridiagonal positive definite symmetric matrix, Computational methods for sparse matrices, matrix three term recurrence relation, Jacobi matrix, matrix orthogonal polynomial, Hermitian, skew-Hermitian, and related matrices, [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA]
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