Accession Number:

AD0738170

Title:

An Algorithm for Generalized Matrix Eigenvalue Problems.

Descriptive Note:

Technical rept.,

Corporate Author:

MICHIGAN UNIV ANN ARBOR DEPT OF MATHEMATICS

Personal Author(s):

Report Date:

1972-02-01

Pagination or Media Count:

50.0

Abstract:

A new method, called the QZ algorithm, is presented for the solution of the matrix eigenvalue problem Ax lambda Bx with the general square matrices A and B. Particular attention is paid to the degeneracies which result when B is singular. No inversions of B or its submatrices are used. The algorithm is a generalization of the QR algorithm, and reduces to it when BI. Problems involving powers of lambda are also mentioned. Author

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE