A generalized eigenvalue algorithm for tridiagonal matrix pencils based on a nonautonomous discrete integrable system

被引:4
|
作者
Maeda, Kazuki [1 ]
Tsujimoto, Satoshi [1 ]
机构
[1] Kyoto Univ, Grad Sch Informat, Dept Appl Math & Phys, Kyoto 6068501, Japan
关键词
Generalized eigenvalue problem; Nonautonomous discrete integrable system; R-II chain; dqds algorithm; Orthogonal polynomials; SINGULAR-VALUES; EQUATION;
D O I
10.1016/j.cam.2015.12.032
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A generalized eigenvalue algorithm for a certain class of tridiagonal matrix pencils is presented. The algorithm appears as the time evolution equation of a nonautonomous discrete integrable system associated with a polynomial sequence which has some orthogonality on the support set of the zeros of the characteristic polynomial for a tridiagonal matrix pencil. The convergence of the algorithm is discussed by using the solution to the initial value problem for the corresponding discrete integrable system. (C) 2015 Elsevier B.V. All rights reserved.
引用
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页码:134 / 154
页数:21
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