Inhalt des Dokuments
Preprint 738-2002
Jacobi-like algorithms for the indefinite generalized Hermitian eigenvalue problem
Author(s) :
Christian Mehl
Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 738-2002
MSC 2000
- 65F15 Eigenvalues, eigenvectors
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.
Keywords :
Jacobi-like method, Hermitian pencil, eigenvalues