Guaranteed inclusions for the complex generalized eigenproblem (Q1122940)
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scientific article; zbMATH DE number 4108018
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| English | Guaranteed inclusions for the complex generalized eigenproblem |
scientific article; zbMATH DE number 4108018 |
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Guaranteed inclusions for the complex generalized eigenproblem (English)
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1989
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An inclusion theorem for the generalized eigenvalue problem \((A-\lambda B)x=0\), based on the application of a Newton step is derived. It is specialized into an interval arithmetic setting, and applied to some test cases involving random, Hilbert and Pascal matrices.
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random matrices
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Hilbert matrices
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Newton method
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inclusion
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generalized eigenvalue problem
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interval arithmetic
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Pascal matrices
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0.8198606371879578
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0.7935490608215332
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0.7855493426322937
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