Generalized Hermitian Eigenvalue Problems

M Gu, A Ruhe, G Sleijpen, H Van Der Vorst, Z Bai… - … Eigenvalue Problems: A …, 2000 - SIAM
… We then reformulate (5.1) as a standard Hermitian eigenvalue problem with the matrix C as
described in the previous subsection (5.5), possibly after making B positive definite as noted …

Randomized algorithms for generalized Hermitian eigenvalue problems with application to computing Karhunen–Loève expansion

AK Saibaba, J Lee, PK Kitanidis - Numerical Linear Algebra …, 2016 - Wiley Online Library
… of the generalized Hermitian eigenvalue problem Ax = λBx, with A Hermitian and B Hermitian
… provide insight into the accuracy of the eigenvalue calculations. The error analysis shows …

Pertubation bounds for the definite generalized eigenvalue problem

GW Stewart - Linear algebra and its applications, 1979 - Elsevier
… where A and B are Hermitian matrices of order n. When B is … problem can be reduced to a
Hermitian eigenvalue problem of … eigenvalues of the definite generalized eigenvalue problem. …

Generalized resolvents and the boundary value problems for Hermitian operators with gaps

VA Derkach, MM Malamud - Journal of Functional Analysis, 1991 - Elsevier
… spectral properties of boundary value problems for some differential operators. Recently the
apparatus of the theory of extensions have found interesting applications to the problems of …

[PDF][PDF] Integration based solvers for standard and generalized Hermitian eigenvalue problems

L Krämer - 2014 - elekpub.bib.uni-wuppertal.de
… We discuss convergence of Ritz values for generalized eigenvalue problems. A famous
theorem by Hermann Weyl [116] is the basis for our estimates of the error in the eigenvalues. It …

The solvability conditions for the inverse eigenvalue problem of Hermitian and generalized skew-Hamiltonian matrices and its approximation

Z Bai - Inverse Problems, 2003 - iopscience.iop.org
… In this paper, we will study two problems related to Hermitian and generalizedproblem
is a kind of inverse eigenvalue problem. For decades, structured inverse eigenvalue problems

Perturbation behavior of a multiple eigenvalue in generalized Hermitian eigenvalue problems

Y Nakatsukasa - BIT Numerical Mathematics, 2010 - Springer
… results for a multiple eigenvalue in generalized Hermitian eigenvalue problems. To our …
of the standard eigenvalue problem, different condition numbers of a multiple eigenvalue are …

Jacobi-like algorithms for the indefinite generalized Hermitian eigenvalue problem

C Mehl - SIAM journal on matrix analysis and applications, 2004 - SIAM
… solution of the indefinite generalized Hermitian eigenvalue problem. We discuss a method
… like methods based on the solution of non-Hermitian 2 × 2 subproblems. For these methods …

[PDF][PDF] Parallel algorithms for reducing the generalized hermitian-definite eigenvalue problem

J Poulson, R van de Geijn, J Bennighof - The University of Texas at …, 2011 - cs.utexas.edu
… the corresponding generalized eigenvectors as the columns of X. In this paper, we focus
on Step 2. For the other two forms of the generalized Hermitian eigenvalue problem this step …

Generalized Non-Hermitian Eigenvalue Problems

G Sleijpen, H van der Vorst, A Ruhe, Z Bai… - … Eigenvalue Problems: A …, 2000 - SIAM
generalized eigenvalue problems. In §8.2, a brief sketch of what is called the QZ algorithm for
the generalized eigenvalue problem … most powerful method for dense problems and it is an …