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Abstract: We consider the reduction of a symmetric indefinite matrix pair (A, B), with B nonsingular, to tridiagonal-diagonal form by congruence transformations. This is an important reduction in solving polynomial eigenvalue problems with symmetric coe#cient matrices and in frequency response computations. First the pair is reduced to symmetric-diagonal form. Then we describe three methods reducing the symmetric-diagonal pair to tridiagonal-diagonal form. Two of them employ more stable versions of... (Update)
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BibTeX entry: (Update)
@misc{ indefinite-tridiagonaldiagonal,
author = "Of Symmetric Indefinite",
title = "Tridiagonal-Diagonal Reduction",
url = "citeseer.ist.psu.edu/628362.html" }
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http://www.ma.man.ac.uk/~higham/
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