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Jacobi-like algorithms for the indefinite generalized Hermitian eigenvalue problem
Jacobi-like algorithms for the indefinite generalized Hermitian eigenvalue problem
Mehl, Christian
Inst. Mathematik
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.
