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Eigenvalues with the QR algorithm and Lanczos' method

We can solve this equation in an iterative manner. We let P_k(\lambda) be the value of k subdeterminant of the above matrix of dimension n\times n . The polynomial P_k(\lambda) is clearly a polynomial of degree k . Starting with P_1(\lambda) we have P_1(\lambda)=d_1-\lambda . The next polynomial reads P_2(\lambda)=(d_2-\lambda)P_1(\lambda)-e_1^2 . By expanding the determinant for P_k(\lambda) in terms of the minors of the $n$th column we arrive at the recursion relation P_k(\lambda)=(d_k-\lambda)P_{k-1}(\lambda)-e_{k-1}^2P_{k-2}(\lambda). Together with the starting values P_1(\lambda) and P_2(\lambda) and good root searching methods we arrive at an efficient computational scheme for finding the roots of P_n(\lambda) . However, for large matrices this algorithm is rather inefficient and time-consuming.