An Algorithm for Ax = \lambda Bx with Symmetric and Positive-Definite A and B

DOI10.1137/0612050MaRDI QIDQ3980609zbMATH OpenOpenAlexFDO

Authors Shougen Wang, Shuqin Zhao

Publication date 26 June 1992

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0612050

zbMATH Keywords

\(CS\) decomposition\(QR\) decomposition\(QZ\) algorithmalgorithmCholesky decompositionsgeneralized eigenvalue problemgeneralized singular value problemnumerical examples

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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