A gradient method for the matrix eigenvalue problem \(Ax = \lambda Bx\)

DOI10.1007/BF01436617zbMath0261.65031MaRDI QIDQ2560703

Garry H. Rodrigue

Publication date: 1973

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/132249

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (11)

A minimization method for the solution of large symmetriric eigenproblems ⋮ A convergent gradient method for matrix eigenvector-eigentuple problems ⋮ Methods and algorithms of solving spectral problems for polynomial and rational matrices ⋮ Computational methods of linear algebra ⋮ A spectral problem for polynomial pencils of matrices ⋮ Connection between the spectral problem for linear matrix pencils and some problems of algebra ⋮ Some convergence results on the method of gradients for \(Ax=\lambda Bx\) ⋮ The method of closest approach for finding nonisolated zeros of functions ⋮ Numerical methods and questions in the organization of calculus. XII. Transl. from the Russian ⋮ A geometric theory for preconditioned inverse iteration. I: Extrema of Rayleigh quotient ⋮ A geometric theory for preconditioned inverse iteration. III: A short and sharp convergence estimate for generalized eigenvalue problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Solution of eigenvalue problems in Hilbert spaces by a gradient method
• On the computation of selected eigenvalues
• New iterative methods for solution of the eigenproblem
• A general approach to one-step iterative methods with application to eigenvalue problems
• $Ax = \lambda Bx$ and the Generalized Eigenproblem
• On the Set of Subsequential Limit Points of Successive Approximations

This page was built for publication: A gradient method for the matrix eigenvalue problem \(Ax = \lambda Bx\)