Verifying all eigenpairs in symmetric positive definite generalized eigenvalue problem
Shinya Miyajima, Takeshi Ogita, Shin’ichi Oishi · PAMM · 2007
Abstract A fast method for enclosing all eigenpairs in symmetric positive definite generalized eigenvalue problem is proposed. Firstly theorems on verifying all eigenvalues are presented. Next a theorem on verifying all eigenvectors is presented. The proposed method is developed based on these theorems. Numerical results are presented showing the efficiency of the proposed method. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)