An Efficient and Stable Algorithm for the Symmetric-Definite Generalized Eigenvalue Problem
Shivkumar Chandrasekaran · SIAM Journal on Matrix Analysis and Applications · 2000
A new, efficient, and stable algorithm for computing all the eigenvalues and eigenvectors of the problem $Ax = \lambda Bx$, where A is symmetric indefinite and B is symmetric positive definite, is proposed.