HMDR and FMDR algorithms for the generalized eigenvalue problem

DOI10.1016/0024-3795(89)90593-4zbMath0664.65034OpenAlexW2005758608MaRDI QIDQ1115100

Wen-Wei Lin, D. C. Dzeng

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0024-3795(89)90593-4

zbMATH Keywords

stabilitygeneralized eigenproblemQR algorithmHouseholder transformationsQZ algorithmHessenberg matricesMDR methodpreprocessing procedure

Mathematics Subject Classification ID

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

Related Items (1)

Matrix pencils: Theory, applications, and numerical methods

Cites Work

• An algorithm for the symmetric generalized eigenvalue problem
• A new method for computing the closed-loop eigenvalues of a discrete-time algebraic Riccati equation
• An analysis of the HR algorithm for computing the eigenvalues of a matrix
• Eigenvalues of Ax=lambdaBx for real symmetric matrices A and B computed by reduction to a pseudosymmetric form and the HR process
• On the numerical solution of the discrete-time algebraic Riccati equation
• The $LZ$-Algorithm to Solve the Generalized Eigenvalue Problem
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• An Algorithm for Generalized Matrix Eigenvalue Problems
• On Best Conditioned Matrices
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