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Combination shift QZ algorithm

Journal Article · · SIAM J. Numer. Anal.; (United States)
DOI:https://doi.org/10.1137/0712062· OSTI ID:7296006
An extension of the QZ algorithm, called the combination shift QZ algorithm, is presented for solving the generalized matrix eigenvalue problem Ax = lambda Bx with real square matrices A and B. Features and properties of the various QR-type algorithms which were not practical or possible to implement in the QZ algorithm are generalized and implemented in this new algorithm. The emergence of infinite eigenvalues under exact arithmetic is discussed in detail. Results of numerous test cases are presented to give practical application tests and comparisons for the algorithm. 1 figure, 2 tables. (auth)
Research Organization:
Union Carbide Corp., Oak Ridge, TN
OSTI ID:
7296006
Journal Information:
SIAM J. Numer. Anal.; (United States), Journal Name: SIAM J. Numer. Anal.; (United States) Vol. 12:6; ISSN SJNAA
Country of Publication:
United States
Language:
English

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