On a deflation method for the symmetric generalized eigenvalue problem (Q1095583)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On a deflation method for the symmetric generalized eigenvalue problem
scientific article

    Statements

    On a deflation method for the symmetric generalized eigenvalue problem (English)
    0 references
    0 references
    1987
    0 references
    Let a matrix pencil A-\(\lambda\) B be given. Then quadratic matrices P and Q exist such that P(A-\(\lambda\) B)Q has the Kronecker canonical form. In the paper, symmetric pencils are considered. A generalization of a reduction which was proposed by \textit{G. Fix} and \textit{R. Heiberger} [SIAM J. Numer. Anal. 9, 78-88 (1972; Zbl 0252.65028)] is used to deflate the infinite and the singular part from the pencil. It is then possible to determine the finite eigenvalues from the remaining problem. Finally, the structure of the canonical form is discussed if B is positive semidefinite.
    0 references
    0 references
    0 references
    0 references
    0 references
    matrix pencil
    0 references
    Kronecker canonical form
    0 references
    symmetric pencils
    0 references
    reduction
    0 references
    eigenvalues
    0 references
    0 references
    0 references