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A convergent gradient method for matrix eigenvector-eigentuple problems (1978)

Blum, E. K. ; Curtis, A. R.

Springer

Numerische Mathematik 31 (1978), S. 247-263

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ISSN: 0945-3245

Keywords: AMS(MOS):65F15 ; CR:5.14

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Summary A gradient method is presented for solving the eigentuple-eigenvector problem, $$Ax = \sum\limits_{i = 1}^P {\lambda _i B_i x} $$ which is a generalization ofAx=λBx that occurs in generalized Sturm-Liouville theory. Under certain conditions on matricesA, B 1,...,B P , the method is proved to converge locally. Numerical computations are given in a companion paper.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01397878

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