| Angelika Bunse-Gerstner, An analysis of the HR algorithm for computing the eigenvalues of a matrix, Linear Algebra and Appl., 35 (1981), pp. 155--173. |
....and Grad [5] and by Zurmuhl and Falk [26] for nonsingular B. They require non orthogonal transformations and can be unstable. Once (A, B) is reduced to tridiagonal diagonal form the eigenvalues and eigenvectors can be obtained by applying, for example, an HR iteration or associated iterations [5] [6], 16] 25] Uhlig s DQR algorithm [24] or, if one is interested in the eigenvalues only, Aberth s method can be used in an e#cient way [1] A robust tridiagonal diagonal reduction is therefore of prime importance before one can consider using any of the methods cited above. We note that Garvey ....
Angelika Bunse-Gerstner, An analysis of the HR algorithm for computing the eigenvalues of a matrix, Linear Algebra and Appl., 35 (1981), pp. 155--173.
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Angelika Bunse-Gerstner, An analysis of the HR algorithm for computing the eigenvalues of a matrix, Linear Algebra and Appl., 35 (1981), pp. 155--173.
No context found.
Angelika Bunse-Gerstner. An analysis of the HR algorithm for computing the eigenvalues of a matrix. Linear Algebra Appl., 35:155--173, 1981.
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