Guaranteed inclusions for the complex generalized eigenproblem (Q1122940)

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Guaranteed inclusions for the complex generalized eigenproblem
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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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