An algorithm for the generalized symmetric tridiagonal eigenvalue problem (Q1344110)
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English | An algorithm for the generalized symmetric tridiagonal eigenvalue problem |
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An algorithm for the generalized symmetric tridiagonal eigenvalue problem (English)
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27 September 1995
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The authors propose an algorithm to solve numerically the generalized eigenvalue problem \(Tx = \lambda Sx\); \(T\), \(S\) being symmetric tridiagonal matrices. The algorithm is based on finding zeros of the polynomial equation \(\text{det} [T - \lambda S] = 0\); the characteristic polynomial and its derivatives can be evaluated by modified three-term recurrences. This equation is solved by Laguerre's iteration with starting point obtained by a split-merge process. Numerical results and discussion of advantages of the algorithm are also presented.
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numerical results
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algorithm
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generalized eigenvalue problem
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symmetric tridiagonal matrices
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characteristic polynomial
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three-term recurrences
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Laguerre's iteration
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