An algorithm for the symmetric generalized eigenvalue problem

DOI10.1016/0024-3795(84)90203-9zbMath0575.65028MaRDI QIDQ1064011

Angelika Bunse-Gerstner

Publication date: 1984

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(84)90203-9

zbMATH Keywords

convergence; numerical examples; reduction; generalized eigenvalue problem; positive semidefinite; triangular; Hessenberg; real symmetric

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

Related Items

Classification of the five-dimensional Lie superalgebras over the real numbers, Multiple eigenvalue sensitivity analysis, On a deflation method for the symmetric generalized eigenvalue problem, A new method for computing the closed-loop eigenvalues of a discrete-time algebraic Riccati equation, HMDR and FMDR algorithms for the generalized eigenvalue problem, Matrix pencils: Theory, applications, and numerical methods, A homotopy algorithm for a symmetric generalized eigenproblem, Large-scale complex eigenvalue problems, A fully parallel method for the singular eigenvalue problem

Cites Work

• Unnamed Item
• Unnamed Item
• Reduction of the symmetric eigenproblem \(Ax =\lambda Bx\) and related problems to standard form
• The $LZ$-Algorithm to Solve the Generalized Eigenvalue Problem
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• Gershgorin Theory for the Generalized Eigenvalue Problem Ax = λBx
• $Ax = \lambda Bx$ and the Generalized Eigenproblem
• An Algorithm for the Ill-Conditioned Generalized Eigenvalue Problem
• An Algorithm for Generalized Matrix Eigenvalue Problems
• On Best Conditioned Matrices