Iterative Solution of the Generalized Eigenvalue Problem

1 April 1976

journal article
Published by Oxford University Press (OUP) in IMA Journal of Applied Mathematics

Vol. 17 (2) , 255-260
https://doi.org/10.1093/imamat/17.2.255

Abstract

An iterative method for the simultaneous computation of the eigenvalues of a general complex matrix is suggested. Two iterations are derived with quadratic and cubic order of convergence in the case of distinct eigenvalues. The algorithm is directly applicable to the generalized and parametric eigenvalue problem where it appears to best advantage. Some important applications in engineering are briefly discussed.

Keywords

ITERATIVE METHOD
EIGENVALUE PROBLEM
ALGORITHM
SIMULTANEOUS COMPUTATION
COMPLEX MATRIX
TWO ITERATIONS
DISTINCT EIGENVALUES
PARAMETRIC EIGENVALUE

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