Self-equivalent flows associated with the generalized eigenvalue problem (Q1825595)
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scientific article; zbMATH DE number 4121302
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| English | Self-equivalent flows associated with the generalized eigenvalue problem |
scientific article; zbMATH DE number 4121302 |
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Self-equivalent flows associated with the generalized eigenvalue problem (English)
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1989
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The authors use elementary Lie theory to develop a family of algorithms for solving the generalized eigenvalue problem \(Ax=\lambda Bx\) for arbitrary pairs of nonsingular matrices. The family (referred as FGZ algorithms) includes the well known LZ algorithm of \textit{L. Kaufman} [SIAM J. Numer. Anal. 11, 997-1024 (1974; Zbl 0294.65025)] and the QZ algorithm of \textit{C. B. Moler} and \textit{G. W. Stewart} [SIAM J. Numer. Anal. 10, 241-256 (1973; Zbl 0225.65046)], as well as new algorithms called SZ and HZ. The continuous analogues of the unshifted and shifted LZ and QZ algorithms are presented. For each considered algorithm a family of associated flows is constructed.
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self-equivalent flows
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Lie theory
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generalized eigenvalue problem
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FGZ algorithms
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LZ algorithm
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QZ algorithm
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0.7992796301841736
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0.7991816401481628
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0.7868281602859497
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0.7844239473342896
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0.7825160622596741
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