An algorithm for the symmetric generalized eigenvalue problem (Q1064011)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for the symmetric generalized eigenvalue problem |
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An algorithm for the symmetric generalized eigenvalue problem (English)
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1984
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A method is presented for the solution of the generalized eigenvalue problem \(Ax=\lambda Bx\), where A and B are real symmetric \(n\times n\) matrices and B is positive semidefinite. The method uses the reduction of matrices to matrices which are of upper triangular and upper Hessenberg form. The convergence of the algorithm is proved and a few numerical examples are given.
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generalized eigenvalue problem
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real symmetric
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positive semidefinite
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reduction
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triangular
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Hessenberg
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convergence
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numerical examples
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