AQZ-method based on semiseparable matrices (Q932737)
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scientific article; zbMATH DE number 5300716
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| English | AQZ-method based on semiseparable matrices |
scientific article; zbMATH DE number 5300716 |
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AQZ-method based on semiseparable matrices (English)
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11 July 2008
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The authors aim at implementing an alternative method for solving the generalized eigenvalue problem, based on structured rank matrices. This new approach involves the reduction of a pair of two general matrices \((A,B)\) to a lower semiseparable, upper triangular matrix pair. An algorithm is presented to accomplish this reduction, together with the associated \(QZ\)-iteration. Some numerical examples show that the accuracy of this algorithm is comparable to the accuracy of the \texttt{eig}-routine of MATLAB\(^{\circledR}\).
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semiseparable
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QZ-algorithm
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generalized eigenvalue problem
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structured rank matrices
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algorithm
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numerical examples
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0.8040679693222046
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0.7864629030227661
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0.7810850739479065
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0.7730082869529724
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