An Algorithm for $Ax = \lambda Bx$ with Symmetric and Positive-Definite <i>A</i> and <i>B</i> (Q3980609)
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scientific article; zbMATH DE number 22702
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| English | An Algorithm for $Ax = \lambda Bx$ with Symmetric and Positive-Definite <i>A</i> and <i>B</i> |
scientific article; zbMATH DE number 22702 |
Statements
An Algorithm for $Ax = \lambda Bx$ with Symmetric and Positive-Definite <i>A</i> and <i>B</i> (English)
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26 June 1992
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algorithm
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generalized eigenvalue problem
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Cholesky decompositions
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generalized singular value problem
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\(CS\) decomposition
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\(QR\) decomposition
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\(QZ\) algorithm
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numerical examples
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0.879844069480896
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0.8676817417144775
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0.8226785063743591
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