Accession Number : AD0738170

Title :   An Algorithm for Generalized Matrix Eigenvalue Problems.

Descriptive Note : Technical rept.,

Corporate Author : MICHIGAN UNIV ANN ARBOR DEPT OF MATHEMATICS

Personal Author(s) : Moler,C. B. ; Stewart,G. W.

Report Date : FEB 1972

Pagination or Media Count : 50

Abstract : A new method, called the QZ algorithm, is presented for the solution of the matrix eigenvalue problem Ax = lambda Bx with the general square matrices A and B. Particular attention is paid to the degeneracies which result when B is singular. No inversions of B or its submatrices are used. The algorithm is a generalization of the QR algorithm, and reduces to it when B=I. Problems involving powers of lambda are also mentioned. (Author)

Descriptors :   (*MATRICES(MATHEMATICS), ALGORITHMS), TRANSFORMATIONS(MATHEMATICS), ITERATIONS, THEOREMS, COMPUTER PROGRAMS

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE