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Reduction of the symmetric eigenproblemAx=λBx and related problems to standard form

  • Handbook Series Linear Algebra
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Numerische Mathematik Aims and scope Submit manuscript

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References

  1. Barth, W., R. S. Martin, andJ. H. Wilkinson: Calculation of the eigenvalues of a symmetric tridiagonal matrix by the method of bisection. Numerische Mathematik9, 386–393 (1967).

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  2. Bowdler, Hilary,C., Reinsch, andJ. H. Wilkinson: TheQL algorithm for symmetric tridiagonal matrices. To appear in this series.

  3. Martin, R. S., C. Reinsch, andJ. H. Wilkinson: Householder's tridiagonalization of a real symmetric matrix. To appear in this series.

  4. ——,G. Peters, andJ. H. Wilkinson: Symmetric decomposition of a positive definite matrix. Numerische Mathematik7, 362–383 (1965).

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  5. Rutischauser, H.: The Jacobi method for real symmetric matrices. Numerische Mathematik9, 1–10 (1966).

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  6. Wilkinson, J. H.: Calculation of the eigenvectors of a symmetric tridiagonal matrix by inverse iteration. Numerische Mathematik4, 368–376 (1962). (Improved version to appear in this series.)

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  7. —— The algebraic eigenvalue problem. London: Oxford University Press 1965.

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Authors and Affiliations

  1. National Physical Laboratory, Teddington, Middlesex, England

    R. S. Martin &  J. H. Wilkinson

Authors
  1. R. S. Martin
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  2. J. H. Wilkinson
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Additional information

Editor's note. In this fascicle, prepublication of algorithms from the Linear Algebra series of the Handbook for Automatic Computation is continued. Algorithms are published inAlgol 60 reference language as approved by the IFIP. Contributions in this series should be styled after the most recently published ones.

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Martin, R.S., Wilkinson, J.H. Reduction of the symmetric eigenproblemAx=λBx and related problems to standard form. Numer. Math. 11, 99–110 (1968). https://doi.org/10.1007/BF02165306

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  • DOI: https://doi.org/10.1007/BF02165306

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