The updating technique for the solution of a sequence of linear equations

DOI10.1007/BF02575893MaRDI QIDQ795468zbMATH OpenFDO

Authors T. Tommasini Montanari

Publication date 1983

Published in Calcolo (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02575893

zbMATH Keywords

generalized eigenvalue problemill-conditioned matrixLZ-algorithmnumerical resultsQZ-algorithmupdating technique

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonalization in numerical linear algebra (65F25)

Review text

The author applies two well-known algorithms for the generalized eigenvalue problem, the QZ-algorithm by Moler and Stewart and the LZ- algorithm by L. Kaufman, to the solution of r systems of linear equations \((A+\lambda_ iB)x=b\quad i=1,2,...,r\) with singular or ill-conditioned matrix B and counts the necessary arithmetic operations.

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Cites work

• Algorithm 496: The LZ Algorithm to Solve the Generalized Eigenvalue Problem for Complex Matrices [F2]
• An Algorithm for Generalized Matrix Eigenvalue Problems
• scientific article; zbMATH DE number 3551792 (Why is no real title available?)
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• Hyman's Method Applied to the General Eigenvalue Problem
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• Some Thoughts on the QZ Algorithm for Solving the Generalized Eigenvalue Problem
• The LZ-Algorithm to Solve the Generalized Eigenvalue Problem
• Un procedimento di filtraggio spazio temporale per le elettromappe cardiache

Cited in

(2)

• Self-equivalent flows associated with the generalized eigenvalue problem
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