Spectral transformation for the dense symmetric semidefinite generalized eigenvalue problem

DOI10.1137/24M162916XMaRDI QIDQ6577455zbMATH OpenFDO

Authors Michael Stewart

Publication date 23 July 2024

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

Full work available at URL https://doi.org/10.1137/24M162916X

zbMATH Keywords

eigenvalueseigenvectorserror analysisgeneralized eigenvalues

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Ill-posedness and regularization problems in numerical linear algebra (65F22)

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• Canonical Forms for Hermitian Matrix Pairs under Strict Equivalence and Congruence
• Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations
• How to Implement the Spectral Transformation
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