An algorithm for finding generalized eigenpairs of a symmetric definite matrix pencil

DOI10.1016/0024-3795(90)90053-FMaRDI QIDQ916306zbMATH OpenFDO

Authors Erxiong Jiang

Publication date 1990

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

Full work available at URL https://doi.org/10.1016/0024-3795(90)90053-F

zbMATH Keywords

convergence rateserror estimategeneralized eigenpairsnumerical resultsRayleigh quotient methodsymmetric definite matrix pencil

Mathematics Subject Classification ID

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

Review text

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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Cites work

• A new look at the Lanczos algorithm for solving symmetric systems of linear equations
• A new shift of the QL algorithm for irreducible symmetric tridiagonal matrices
• Global convergence of tridiagonal QR algorithm with origin shifts
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Cited in

(10)

• Rayleigh quotient algorithms for nonsymmetric matrix pencils
• Convergence theory for the exact interpolation scheme with approximation vector as the first column of the prolongator and Rayleigh quotient iteration nonlinear smoother.
• Generic symmetric matrix pencils with bounded rank
• A Padé-based factorization-free algorithm for identifying the eigenvalues missed by a generalized symmetric eigensolver
• scientific article; zbMATH DE number 5693632 (Why is no real title available?)
• scientific article; zbMATH DE number 4107010 (Why is no real title available?)
• Stable and efficient algorithm for selected eigenvalues and eigenvectors of the general symmetric eigenproblem
• Algorithm 646
• scientific article; zbMATH DE number 3997025 (Why is no real title available?)
• Pencils of complex and real symmetric and skew matrices

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