A Jacobi eigenreduction algorithm for definite matrix pairs (Q1326403)
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scientific article; zbMATH DE number 569126
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| English | A Jacobi eigenreduction algorithm for definite matrix pairs |
scientific article; zbMATH DE number 569126 |
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A Jacobi eigenreduction algorithm for definite matrix pairs (English)
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18 May 1994
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A Jacobi method for a symmetric definite generalized eigenvalue problem \((A-\lambda J)x=0\) with \(J\) idempotent but not necessarily positive definite is described. It is proved to give high accuracy even though it uses non orthogonal hyperbolic rotations on the matrix \(A\).
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eigenreduction algorithm
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matrix pairs
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Jacobi method
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eigenvalue problem
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non orthogonal hyperbolic rotations
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0.8181466460227966
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0.8100780248641968
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0.7965640425682068
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