A Quasi-Separable Approach to Solve the Symmetric Definite Tridiagonal Generalized Eigenvalue Problem

DOI10.1137/070679491zbMath1186.65046OpenAlexW2035055108MaRDI QIDQ5190223

Gene H. Golub, Marc Van Barel, Raf Vandebril

Publication date: 15 March 2010

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

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/256358

zbMATH Keywords

numerical experimentsCholesky factorizationgeneralized eigenvalue problemfast algorithmtridiagonal matricesquasi-separable

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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