An Efficient and Stable Algorithm for the Symmetric-Definite Generalized Eigenvalue Problem

DOI10.1137/S0895479897316308zbMath1049.65023MaRDI QIDQ4509611

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Publication date: 19 October 2000

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

zbMATH Keywords

stabilityerror analysiseigenvectorsgeneralized eigenvalue problemdeflationperturbation boundsstable algorithmpencils

Mathematics Subject Classification ID

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

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