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Homotopy algorithm for solving a class of symmetric positive definite generalized eigenvalue problems. (Chinese. English summary) Zbl 0731.65024

A homotopy method is proposed for solving the eigenvalue problem \(Ax=\lambda Bx,\) where the matrix \(B\in {\mathbb{R}}^{n\times n}\) is symmetric and definite. Convergence of the given algorithm is established. This method is useful if a specific pair of eigenvalue and eigenvector should be calculated.
Reviewer: Z.Mei (Marburg)

MSC:

65F15 Numerical computation of eigenvalues and eigenvectors of matrices

Software:

EISPACK; PITCON
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