AQZ-method based on semiseparable matrices (Q932737): Difference between revisions

The authors aim at implementing an alternative method for solving the generalized eigenvalue problem, based on structured rank matrices. This new approach involves the reduction of a pair of two general matrices \((A,B)\) to a lower semiseparable, upper triangular matrix pair. An algorithm is presented to accomplish this reduction, together with the associated \(QZ\)-iteration. Some numerical examples show that the accuracy of this algorithm is comparable to the accuracy of the \texttt{eig}-routine of MATLAB\(^{\circledR}\).