Contribution 1I/10 Reduetion of the Symmetrie Eigenproblem Ax='ABx and Related Problems to Standard Form *
James Hardy Wilkinson · 1971
1. Theoretical Background In many fields of work the solution of the eigenproblems A x = AB x and AB x = AX (or related problems) is required, where A and B are symmetrie and B is positive definite. Eaeh of these problems ean be redueed to the standard symmetrie eigen problem by making use of the Cholesky faetoriza tion [4] of B. For if L is defined by