An Algorithm for the Ill-Conditioned Generalized Eigenvalue Problem

George J. Fix, Richard M. Heiberger · SIAM Journal on Numerical Analysis · 1972

The spectrum of $Ax - \lambda Bx = 0$ consists of stable and unstable eigenvalues, which undergo, respectively, small and large changes in response to small changes in A and B. The algorithm isolates and accurately computes the eigenspace associated with the stable eigenvalues.

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