Generalized Eigenvectors
Chanchal Chatterjee · Apress eBooks · 2022
This chapter is concerned with the adaptive solution of the generalized eigenvalue problems AΦ = BΦ Λ, ABΦ =ΦΛ, and BAΦ =ΦΛ, where A and B are real, symmetric, n X n matrices and B is positive definite. In particular, we shall consider the problem AΦ = BΦ Λ, although the remaining two problems are similar. The matrix pair (pencil) ( A , B ) is commonly referred to as a symmetric-definite pencil [Golub and VanLoan 83].