Enclosing All Eigenpairs in Symmetric Positive Definite Generalized Eigenvalue Problems
Shinya Miyajima, Theodore E. Simos, George Psihoyios, Ch. Tsitouras · AIP conference proceedings · 2010
An algorithm for enclosing all eigenpairs in symmetric positive definite generalized eigenvalue problems is proposed. Theorems for obtaining error bounds of computed eigenpairs are presented. Moreover theory which guarantees the following is constructed: Error bounds obtained by the presented theorems are smaller than those obtained by the theorems previously developed by the author. Numerical examples are illustrated showing the properties of the proposed algorithm.