Algorithm 538: Eigenvectors and Eigenvalues of Real Generalized Symmetric Matrices by Simultaneous Iteration [F2]

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Algorithm 538: Eigenvectors and Eigenvalues of Real Generalized Symmetric Matrices by Simultaneous Iteration [F2]

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ACM Transactions on Mathematical Software (TOMS) archive
Volume 5 , Issue 1 (March 1979) table of contents

Pages: 118 - 125

Year of Publication: 1979

ISSN:0098-3500

Author

Paul J. Nikolai

Department of the Air Force, Applied Mathematics Group, Analysis and Optimization Branch, Structural Mechanics Division, Wright-Patterson Art Force Base, Ohio

Publisher

ACM New York, NY, USA

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appendices and supplements references index terms peer to peer

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APPENDICES and SUPPLEMENTS

SIMITZ (538.gz) (16 KB)

simultaneous iteration algorithm: eigenvalues largest in magnitude and corresponding eigenvectors of a real matrix symmetric relative to a user-defined inner product
Gams: D4b1

REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	ARNURIUS, D.E. Private commumcatlon, 1973.
	2	BAUER, F.L. DaN Verfaheren der Treppeniteratlon und Verwandte Verfaheren zur Losung algebraischer Elgenvertprobleme. Z. Angew. Math Phys. 8 (1957), 214-235
	3	GARBOW, B.S. Private communication, 1973, 1975, 1976.
	4	McCORMICK, S.F., AND NOE, T. Snnultaneous Iteration for the matrLx elgenvalue problem. J. Lm. Alg. Appl. 16 (1977), 43-56.
	5	NIKOLAI, P.J., AND TSAO, N. The ARL Linear Algebra Library Handbook, ARL TR 74-0106, Aerospace Research Labs., Air Force Systems Command, U.S. Air Force, Wright-Patterson AFB, Ohio, distributed by National Technical Information Services Clearinghouse, Arhngton, Va., 1974.
	6	PETERS, G., AND WILKINSON, J.H., Ax --" ~ Bx and the generalized eigenproblem. SIAM J Numer Anal. 7 (1970), 479-492.
	7	RUTISHAUSER, H. Computational aspects of F.L. Bauer's simultaneous iteration method. Numer. Math 13 (1969), 4-13.
	8	RUTISHAUSER, H Snnultaneous Iteration method for symmetric matrices. Numer. Math. 16 (1970), 205-223.
	9	SMITH, B T., et ft. Matrix eigensystem routines--EISPACK grade. In Lecture Notes in Computer Science 6, Spnnger-Verlag, New York, 1974.
	10	WILKINSON, J.H., AND REINSCH, C. L~near Algebra, Handbook for Automatic Computation II, Springer-Verlag, New York, 1971.
	1	PAUL J. NIKOLAI AND NAI-KUAN TSAO, THE ARL LINEAR ALGEBRA LIBRARY HANDBOOK, ARL TR 74-0106, AEROSPACE RESEARCH LABOR- ATORIES, WRIGHT-PATTERSON AFB, OHIO, 1974.
	2	HEINZ RUTISHAUSER, COMPUTATIONAL ASPECTS OF F.L. BAUER S SIMULTANEOUS ITERATION METHOD, NUMER. MATH. 13(1969), 4-13.
	3	.................. , SIMULTANEOUS ITERATION METHOD FOR SYM- METRIC MATRICES, NUMER. MATH. 16(1970), 205-223.
	4	B.T. SMITH ET AL, MATRIX EIGENSYSTEM ROUTINES-EISPACK GUIDE, LECTURE NOTES IN COMPUTER SCIENCE 6, SPRINGER-VERLAG NEW YORK, 1974.