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Main Title: Jacobi-like algorithms for the indefinite generalized Hermitian eigenvalue problem
Author(s): Mehl, Christian
Type: Research Paper
Abstract: We discuss structure-preserving Jacobi-like algorithms for the solution of the indefinite generalized Hermitian eigenvalue problem. We discuss a method based on the solution of Hermitian 4-by-4 subproblems which generalizes the Jacobi-like method of Bunse-Gerstner/Faßbender for Hamiltonian matrices. Furthermore, we discuss structure-preserving Jacobi-like methods based on the solution of non-Hermitian 2-by-2 subproblems. For these methods a local convergence proof is given. Numerical test results for the comparison of the proposed methods are presented.
Subject(s): Jacobi-like method
Hermitian pencil
Issue Date: 11-Jun-2002
Date Available: 17-Dec-2021
Language Code: en
DDC Class: 510 Mathematik
MSC 2000: 65F15 Eigenvalues, eigenvectors
Series: Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin
Series Number: 2002, 738
ISSN: 2197-8085
TU Affiliation(s): Fak. 2 Mathematik und Naturwissenschaften » Inst. Mathematik
Appears in Collections:Technische Universität Berlin » Publications

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