An Algorithm for $Ax = \lambda Bx$ with Symmetric and Positive-Definite A and B

DOI10.1137/0612050zbMath0738.65034OpenAlexW1984938247MaRDI QIDQ3980609

Shougen Wang, Shu-Qin Zhao

Publication date: 26 June 1992

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

Full work available at URL: https://doi.org/10.1137/0612050

zbMATH Keywords

algorithmnumerical examplesgeneralized eigenvalue problemCholesky decompositions\(QR\) decompositiongeneralized singular value problem\(QZ\) algorithm\(CS\) decomposition

Mathematics Subject Classification ID

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

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Continuous methods for symmetric generalized eigenvalue problems ⋮ An Algorithm for Quadratic Eigenproblems with Low Rank Damping

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