An algorithm for finding generalized eigenpairs of a symmetric definite matrix pencil

DOI10.1016/0024-3795(90)90053-FzbMath0703.65022MaRDI QIDQ916306

Er-Xiong Jiang

Publication date: 1990

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

convergence ratesnumerical resultserror estimategeneralized eigenpairsRayleigh quotient methodsymmetric definite matrix pencil

Mathematics Subject Classification ID

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

Related Items

Pencils of complex and real symmetric and skew matrices

Cites Work

• A new shift of the QL algorithm for irreducible symmetric tridiagonal matrices
• A new look at the Lanczos algorithm for solving symmetric systems of linear equations
• Global convergence of tridiagonal QR algorithm with origin shifts
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