Variational Properties and Rayleigh Quotient Algorithms for Symmetric Matrix Pencils
Peter Lancaster, Qiang John Ye · Birkhäuser Basel eBooks · 1989
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.