An Efficient and Stable Algorithm for the Symmetric-Definite Generalized Eigenvalue Problem

  • Authors:

  • S. Chandrasekaran

  • Affiliations:

  • -

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2000

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Abstract

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.