Eigenvalues of Ax = λBx for real symmetric matrices A and B computed by reduction to a pseudosymmetric form and the HR process

Iterative methods for the calculation of

Iterative methods for the calculation of a few of the lowest eigenvalues and corresponding eigenvectors of the AX = λBX equation with real symmetric matrices of large dimension

✍ Alexander V. Mitin 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 326 KB

New methods for the iterative calculation of a few of the lowest eigenvalues and corresponding eigenvectors of a generalized eigenvalue problem are proposed. These methods use only multiplication of the A and B matrices on a vector. 0 1994 by John Wiley & Sons, Inc.