An efficient and stable algorithm for the symmetric-definite generalized eigenvalue problem

被引：4

作者：

Chandrasekaran, S ^{[1
]}

机构：

[1] Univ Calif Santa Barbara, Dept Elect & Comp Engn, Santa Barbara, CA 93106 USA

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2000年 / 21卷 / 04期

关键词：

generalized eigenvalues; eigenvalues; eigenvectors; error analysis; deflation; perturbation bounds; pencils; stable algorithms;

D O I：

10.1137/S0895479897316308

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A new, efficient, and stable algorithm for computing all the eigenvalues and eigenvectors of the problem Ax = lambda Bx, where A is symmetric indefinite and B is symmetric positive definite, is proposed.

引用

页码：1202 / 1228

页数：27

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