Balancing the Generalized Eigenvalue Problem

DOI10.1137/0902012zbMath0473.65016OpenAlexW2044080186MaRDI QIDQ3928129

Robert C. Ward

Publication date: 1981

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0902012

zbMATH Keywords

scalingbalancinggraded matrixQZ algorithmgeneralized eigenvaluediagonal transformation

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

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