A constrained eigenvalue problem

DOI10.1016/0024-3795(89)90494-1zbMath0666.15006OpenAlexW4210599947MaRDI QIDQ1117002

Gene H. Golub, Urs von Matt, Walter Gander

Publication date: 1989

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

Full work available at URL: http://hdl.handle.net/20.500.11850/68693

zbMATH Keywords

Lagrange multipliers singular value decomposition Rayleigh quotient symmetric matrix QR decomposition quadratic eigenvalue problem secular equation Lagrange equation

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18)

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Uses Software

GQTPAR

Cites Work