A Jacobi eigenreduction algorithm for definite matrix pairs (Q1326403): Difference between revisions

A Jacobi method for a symmetric definite generalized eigenvalue problem \((A-\lambda J)x=0\) with \(J\) idempotent but not necessarily positive definite is described. It is proved to give high accuracy even though it uses non orthogonal hyperbolic rotations on the matrix \(A\).