A divide-and-conquer method for the tridiagonal generalized eigenvalue problem

Elsner L, Fasse A, Langmann E (1997)
Journal of Computational and Applied Mathematics 86(1): 141-148.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Elsner, LudwigUniBi; Fasse, Axel; Langmann, Ellen
Abstract / Bemerkung
We introduce a divide-and-conquer method for the generalized eigenvalue problem Ax = lambda Bx, where A and B are real symmetric tridiagonal matrices and B is positive-definite. It is a generalization of Cuppen's method for the standard eigenvalue problem, B = I, which is based on rank-one modifications. Our method is an alternative to a method developed by Borges and Gragg using restrictions and extensions.
Stichworte
divide-and-conquer method; generalized; eigenvalue problem; tridiagonal eigenvalue problem
Erscheinungsjahr
1997
Zeitschriftentitel
Journal of Computational and Applied Mathematics
Band
86
Ausgabe
1
Seite(n)
141-148
ISSN
0377-0427
Page URI
https://pub.uni-bielefeld.de/record/1626673

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Elsner L, Fasse A, Langmann E. A divide-and-conquer method for the tridiagonal generalized eigenvalue problem. Journal of Computational and Applied Mathematics. 1997;86(1):141-148.
Elsner, L., Fasse, A., & Langmann, E. (1997). A divide-and-conquer method for the tridiagonal generalized eigenvalue problem. Journal of Computational and Applied Mathematics, 86(1), 141-148. doi:10.1016/S0377-0427(97)00152-0
Elsner, L., Fasse, A., and Langmann, E. (1997). A divide-and-conquer method for the tridiagonal generalized eigenvalue problem. Journal of Computational and Applied Mathematics 86, 141-148.
Elsner, L., Fasse, A., & Langmann, E., 1997. A divide-and-conquer method for the tridiagonal generalized eigenvalue problem. Journal of Computational and Applied Mathematics, 86(1), p 141-148.
L. Elsner, A. Fasse, and E. Langmann, “A divide-and-conquer method for the tridiagonal generalized eigenvalue problem”, Journal of Computational and Applied Mathematics, vol. 86, 1997, pp. 141-148.
Elsner, L., Fasse, A., Langmann, E.: A divide-and-conquer method for the tridiagonal generalized eigenvalue problem. Journal of Computational and Applied Mathematics. 86, 141-148 (1997).
Elsner, Ludwig, Fasse, Axel, and Langmann, Ellen. “A divide-and-conquer method for the tridiagonal generalized eigenvalue problem”. Journal of Computational and Applied Mathematics 86.1 (1997): 141-148.