WHEN TO NEGLECT OFF-DIAGONAL ELEMENTS OF SYMMETRIC MATRICES.
Abstract:
Given a tolerance EO, the author seeks a criterion by which an off-diagonal element of the symmetric tri-diagonal matrix J may be deleted without changing any eigenvalue of J by more than E. The criterion obtained permits the deletion of elements of order square root of E under favorable circumstances, without requiring any prior knowledge about the separation between the eigenvalues of J. Author
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