A unified convergence theory for and algorithms applied to symmetric eigenvalue problems
In this paper we consider the eigenvalue problem for positive definite symmetric matrices. Convergence properties for the zero shift method and the shift Cholesky method both in restoring and in non restoring version are deduced from the convergence properties of triangular matrices sequences. For general matrices we obtain some results on the convergence speed of the Cholesky method as a function of the chosen shift. These results follow from the absolute convergence of numerical series associated...