NUMERICAL-SOLUTION OF A SECULAR EQUATION

A method is proposed for the solution of a secular equation, arising in modified symmetric eigenvalue problems and in several other areas. This equation has singularities which make the application of standard root-finding methods difficult. In order to solve the equation, a class of transformations of variables is considered, which transform the equation into one for which Newton's method converges from any point in a certain given interval. In addition, the form of the transformed equation suggests a convergence accelerating modification of Newton's method. The same ideas are applied to the secant method and numerical results are presented.