An Efficient and Stable Algorithm for the Symmetric-Definite Generalized Eigenvalue Problem
نویسنده
چکیده
A new, efficient, and stable algorithm for computing all the eigenvalues and eigenvectors of the problem Ax = λBx, where A is symmetric indefinite and B is symmetric positive definite, is proposed.
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ورودعنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 21 شماره
صفحات -
تاریخ انتشار 2000