An Algorithm for Generalized Matrix Eigenvalue Problems.
MICHIGAN UNIV ANN ARBOR DEPT OF MATHEMATICS
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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
- Theoretical Mathematics