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An approximative solution of the generalized eigenvalue problem. (English) Zbl 0781.47029
In this note an algorithm and its convergence to the solution of the equation $Ax=\lambda Bx \tag{1}$ is shown, where $$x\in X$$, $$X$$ is a Hilbert space and $$A$$ and $$B$$ are linear operators from $$X$$ onto $$X$$. There are used some terms of the theory of the spectral representation of a normal operator.
##### MSC:
 47A75 Eigenvalue problems for linear operators 47B15 Hermitian and normal operators (spectral measures, functional calculus, etc.)
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##### References:
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