AB-algorithm and its modifications for the spectral problems of linear pencils of matrices (Q795472): Difference between revisions

The AB-algorithm for solving the eigenvalue problem \(Ax=\lambda Bx,\) which is related to the QR-algorithm and has been developed by the author in recent years, is formulated, its properties are described and some modifications are given. The modifications apply to the case of (i) separating zero and infinite eigenvalues of a regular pencil, (ii) calculating large and small eigenvalues of a regular pencil, (iii) reduction to quasitriangular form, (iv) incorporation of shifts, (v) calculating the Jordan canonical basis and (vi) polynomial matrices, and others.