An Algorithm for Generalized Matrix Eigenvalue Problems.

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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

Author(s):
Moler, C. B. ; Stewart, G. W.
Author Organization(s):
MICHIGAN UNIV ANN ARBOR DEPT OF MATHEMATICS
Descriptive Note:
Technical rept.,
Pagination:
0050

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
TR-3, 027750-3-T
Contract/Grant Number(s):
N00014-67-A-0181-0023
Project Number(s):
NR-044-377, ORA-027750
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*MATRICES(MATHEMATICS), ALGORITHMS), TRANSFORMATIONS(MATHEMATICS), ITERATIONS, THEOREMS, COMPUTER PROGRAMS
Field(s)/Group(s):
Theoretical Mathematics
Keyword(s):
EIGENVECTORS
Report Date:
1972 Feb 01