Real Symmetric Generalized Problems
Part of the Progress in Scientific Computing book series (PSC, volume 4)
The FORTRAN codes in this Chapter address the question of computing distinct eigenvalues and corresponding eigenvectors of a real symmetric generalized eigenvalue problem. Given two real symmetric matrices A and B, where B is positive definite and its Cholesky factors are available, these codes compute real scalars λ and corresponding real-valued vectors x ≠ 0 such that
$$ Ax = \lambda Bx $$
KeywordsCholesky Factor Distinct Eigenvalue Inverse Iteration Real Symmetric Matrice Eigenvalue Computation
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© Birkhäuser Boston, Inc. 1985