A Generalized Jacobi Algorithm

S. Vissing, S. Krenk

    Publikation: Bog/antologi/afhandling/rapportRapportForskningpeer review

    Abstract

    An algorithm is developed for the generalized eigenvalue problem (A - λB)φ = O where A and B are real symmetric matrices. The matrices A and B are diagonalized simultaneously by a series of generalized Jacobi transformations and all eigenvalues and eigenvectors are obtained. A criterion expressed in terms of the transformation parameters is used to omit transformations leading to very small changes. The algorithm is described in pseudo code for lower triangular matrices A and B and implemented in the programming Language C.
    OriginalsprogEngelsk
    UdgivelsesstedAalborg
    ForlagDept. of Building Technology and Structural Engineering, Aalborg University
    Antal sider13
    StatusUdgivet - 1993
    NavnEngineering Mechanics
    Nummer15
    Vol/bindR9316
    ISSN0902-7513

    Emneord

    • Jacobi Algorithm
    • Eigenvalues
    • Eigenvectors
    • Eigenvalue Problems

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