Theory of Decomposition and Bulge-Chasing Algorithms for the Generalized Eigenvalue Problem

DOI10.1137/S089547989122377XzbMath0808.65027OpenAlexW2078464328MaRDI QIDQ4305403

David S. Watkins, Ludwig Elsner

Publication date: 13 October 1994

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

Full work available at URL: https://doi.org/10.1137/s089547989122377x

zbMATH Keywords

generalized eigenvalue problemQZ algorithmbulge-chasing algorithmGR decompositionGZ algorithmLZ algorithms

Mathematics Subject Classification ID

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

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Uses Software

• BLAS
• EISPACK