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Reduction of a Band-Symmetric Generalized Eigenvalue Problem.
- Source :
- Communications of the ACM; Jan1973, Vol. 16 Issue 1, p41-44, 4p
- Publication Year :
- 1973
-
Abstract
- An algorithm is described for reducing the generalized eigenvalue problem Ax = λBx to an ordinary problem, in case A and B are symmetric hand matrices with B positive definite. If n is the order of the matrix and m the bandwidth, the matrices A and B are partitioned into m-by-m blocks; and the algorithm is described in terms of these blocks. The algorithm reduces the generalized problem to an ordinary eigenvalue problem for a symmetric hand matrix C whose bandwidth is the same as A and B. The algorithm is similar to those of Rutishauser and Schwartz for the reduction of symmetric matrices to band form. The calculation of C requires order n²m operation. The round-off error in the calculation of C is of the same order as the sum of the errors at each of the n<subscript>2</subscript>m steps of the algorithm, the latter errors being largely determined by the condition of B with respect to inversion. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00010782
- Volume :
- 16
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Communications of the ACM
- Publication Type :
- Periodical
- Accession number :
- 5377589
- Full Text :
- https://doi.org/10.1145/361932.361943