An Efficient and Stable Algorithm for the Symmetric-Definite Generalized Eigenvalue Problem

DOI10.1137/S0895479897316308MaRDI QIDQ4509611zbMATH OpenFDO

Authors

Publication date 19 October 2000

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0895479897316308

zbMATH Keywords

deflationeigenvectorserror analysisgeneralized eigenvalue problempencilsperturbation boundsstabilitystable algorithm

Mathematics Subject Classification ID

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

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• On a deflation method for the symmetric generalized eigenvalue problem
• HMDR and FMDR algorithms for the generalized eigenvalue problem
• An algorithm for symmetric generalized inverse eigenvalue problems
• On the complex Falk-Langemeyer method
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• A Padé-based factorization-free algorithm for identifying the eigenvalues missed by a generalized symmetric eigensolver
• scientific article; zbMATH DE number 4143343 (Why is no real title available?)
• An Algorithm for $Ax = \lambda Bx$ with Symmetric and Positive-Definite A and B
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• Stable and efficient algorithm for selected eigenvalues and eigenvectors of the general symmetric eigenproblem
• scientific article; zbMATH DE number 3997025 (Why is no real title available?)
• Accurate computation of generalized eigenvalues of regular SR-BP pairs
• A Quasi-Separable Approach to Solve the Symmetric Definite Tridiagonal Generalized Eigenvalue Problem
• Using the discriminant in a numerically stable symmetric 3 × 3 direct eigenvalue solver
• Automatic code selection for the dense symmetric generalized eigenvalue problem using ATMathCoreLib
• Symmetric-diagonal reductions as preprocessing for symmetric positive definite generalized eigenvalue solvers
• Spectral transformation for the dense symmetric semidefinite generalized eigenvalue problem
• Basis selection in LOBPCG

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