Some Algorithms Providing Rigorous Bounds for the Eigenvalues of a Matrix

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Pavec,Raymond
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Journal of Universal Computer Science
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Three algorithms providing rigourous bounds for the eigenvalues of a real matrix are presented. The first is an implementation of the bisection algorithm for a symmetric tridiagonal matrix using IEEE floating-point arithmetic. The two others use interval arithmetic with directed rounding and are deduced from the Jacobi method for a symmetric matrix and the Jacobi-like method of Eberlein for an unsymmetric matrix.
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