An Algorithm for Generalized Matrix Eigenvalue Problems.
作者： C. B. Moler , G. W. Stewart
DOI: 10.1137/0710024
关键词:
摘要: A new method, called the $QZ$ algorithm, is presented for solution of matrix eigenvalue problem $Ax = \lambda Bx$ with general square matrices and B. Particular attention paid to degeneracies which result when B singular. No inversions or its submatrices are used. The algorithm a generalization $QR$ reduces it $B I$. Problems involving higher powers $\lambda $ also mentioned.
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