A Jacobi eigenreduction algorithm for definite matrix pairs (Q1326403)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Jacobi eigenreduction algorithm for definite matrix pairs |
scientific article |
Statements
A Jacobi eigenreduction algorithm for definite matrix pairs (English)
0 references
18 May 1994
0 references
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 \(A\).
0 references
eigenreduction algorithm
0 references
matrix pairs
0 references
Jacobi method
0 references
eigenvalue problem
0 references
non orthogonal hyperbolic rotations
0 references
0 references
0 references
0 references
