The Generalized Eigenproblem

Zhaojun Bai · Birkhäuser Boston eBooks · 2010

These papers describe Stewart’s original and fundamental contributions on the generalized matrix eigenvalue problem. In these papers, Stewart systematically presented perturbation theory and sensitivity analysis for the problem, and (with Moler) introduced a landmark algorithm, namely the QT algorithm, for computing eigenvalues and eigenvectors.

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