AN ERROR ANALYSIS OF KAISER'S ALGORITHM FOR DIAGONALIZING A REAL SYMMETRIC MATRIX.

摘要

This report describes an error analysis of Kaiser's algorithm for diagonalizing a real symmetric matrix. Use of the Kaiser algorithm to produce an eigenvalue is compared timewise with the Householder-Ortega algorithm. The divergence of maximal bounds for iterative processes from the actual cumulative errors as the number of iterations increases is considered. (Author)