Abstract
We consider matrix pencils λA — B in which λ is a complex parameter, A, B are both hermitian and A is nonsingular. Variational characterizations of the real eigenvalues (if any) are formulated. Rayleigh quotient algorithms for finding real eigenvalues are proposed and their local and global convergence properties are established and illustrated.
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Dedicated with respect and affection to Israel Gohberg on the occasion of his sixtieth birthday.
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© 1989 Birkhäuser Verlag Basel
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Lancaster, P., Ye, Q. (1989). Variational Properties and Rayleigh Quotient Algorithms for Symmetric Matrix Pencils. In: Dym, H., Goldberg, S., Kaashoek, M.A., Lancaster, P. (eds) The Gohberg Anniversary Collection. Operator Theory: Advances and Applications, vol 40/41. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-9144-8_9
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DOI: https://doi.org/10.1007/978-3-0348-9144-8_9
Publisher Name: Birkhäuser, Basel
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