Abstract
We present a new subtle technique in accuracy analysis which we use to prove the accuracy of the Falk-Langemeyer method for solving a real definite generalized eigenvalue problem A x=λ B x. We derive the exact expressions for the errors caused by finite arithmetic computation in one step of the method. We consider separately the case of diagonal, positive definite matrix B
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Matejaš, J. Accuracy of one step of the Falk-Langemeyer method. Numer Algor 68, 645–670 (2015). https://doi.org/10.1007/s11075-014-9865-5
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DOI: https://doi.org/10.1007/s11075-014-9865-5