Jacobi-like algorithms for the indefinite generalized Hermitian eigenvalue problem

被引:7
作者
Mehl, C [1 ]
机构
[1] TU Berlin, Inst Math, D-10623 Berlin, Germany
关键词
Jacobi-like method; Hermitian pencil; eigenvalues;
D O I
10.1137/S089547980240947X
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We discuss structure-preserving Jacobi-like algorithms for the solution of the indefinite generalized Hermitian eigenvalue problem. We discuss a method based on the solution of Hermitian 4 x 4 subproblems which generalizes the Jacobi-like method of Bunse-Gerstner and Fa bender for Hamiltonian matrices. Furthermore, we discuss structure-preserving Jacobi-like methods based on the solution of non-Hermitian 2 x 2 subproblems. For these methods a local convergence proof is given. Numerical test results for the comparison of the proposed methods are presented.
引用
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页码:964 / 985
页数:22
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