A Generalized Jacobi Algorithm

S. Vissing, S. Krenk

    Research output: Book/ReportReportResearchpeer-review


    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.
    Original languageEnglish
    Place of PublicationAalborg
    PublisherDept. of Building Technology and Structural Engineering, Aalborg University
    Number of pages13
    Publication statusPublished - 1993
    SeriesEngineering Mechanics


    • Jacobi Algorithm
    • Eigenvalues
    • Eigenvectors
    • Eigenvalue Problems


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