BIB-VERSION:: CS-TR-v2.0 ID:: STAN//CS-TR-66-42 ENTRY:: January 19, 1996 ORGANIZATION:: Stanford University, Department of Computer Science TITLE:: When to neglect off-diagonal elements of symmetric tri-diagonal matrices TYPE:: Technical Report AUTHOR:: Kahan, William DATE:: July 1966 PAGES:: 11 ABSTRACT:: Given a tolerance $\epsilon$ > 0, we seek 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 $\epsilon$. The criterion obtained here permits the deletion of elements of order $\sqrt{\epsilon }$ under favorable circumstances, without requiring any prior knowledge about the separation between the eigenvalues of J. NOTES:: [Adminitrivia V1/Prg/19960119] END:: STAN//CS-TR-66-42