An algorithm for finding generalized eigenpairs of a symmetric definite matrix pencil (Q916306)
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scientific article; zbMATH DE number 4153780
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| English | An algorithm for finding generalized eigenpairs of a symmetric definite matrix pencil |
scientific article; zbMATH DE number 4153780 |
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An algorithm for finding generalized eigenpairs of a symmetric definite matrix pencil (English)
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1990
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The author presents a modification of the Rayleigh quotient method to compute generalized eigenpairs of a symmetric definite matrix pencil. The modified method converges globally and at the same time the convergence rates are at least cubic. A convergence theorem and an error estimate for the approximate eigenpair are presented. Some numerical results are shown.
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Rayleigh quotient method
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generalized eigenpairs
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symmetric definite matrix pencil
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convergence rates
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error estimate
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numerical results
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0.8082638382911682
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0.7983825206756592
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0.7970214486122131
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