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6.7 References and Further Reading
The balanced-QR method and its error analysis are described in the following papers,
- R.S. Martin, G. Peters and J.H. Wilkinson, “The QR Algorithm for Real Hessenberg Matrices”, Numerische Mathematik, 14 (1970), 219–231.
- B.N. Parlett and C. Reinsch, “Balancing a Matrix for Calculation of Eigenvalues and Eigenvectors”, Numerische Mathematik, 13 (1969), 293–304.
- A. Edelman and H. Murakami, “Polynomial roots from companion matrix eigenvalues”, Mathematics of Computation, Vol. 64, No. 210 (1995), 763–776.
The formulas for divided differences are given in Abramowitz and Stegun,
- Abramowitz and Stegun, Handbook of Mathematical Functions, Sections 25.1.4 and 25.2.26.