Abstract
We consider the solution of the generalized eigenvalue problem
in the case where one or both of the matrices A0, A1 are degenerate but the intersection of their null spaces is empty. Using orthogonal matrices ℘ and which are independent ofλ the original problem is transformed to a simpler one in which the pencil is of smaller dimension. The construction of ℘ and Q uses the normalization process. We include an Algol program and sample runs.
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Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 88, pp. 48–65, 1978.
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Kon'kova, T.Y. Solution of the eigenvalue problem for the regular bundleD(λ)=λA 0−A 1 using deflated subspaces. J Math Sci 28, 306–318 (1985). https://doi.org/10.1007/BF02104304
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DOI: https://doi.org/10.1007/BF02104304