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An application of the homotopy method to the generalised symmetric eigenvalue problem
Published online by Cambridge University Press: 17 February 2009
Abstract
The homotopy method is used to find all eigenpairs of a generalised symmetric eigenvalue problem Ax = λBx with positive definite B. The determination of n eigenpairs (x, λ) is reduced to curve tracing of n disjoint smooth curves in Rn × R × [0, 1]. The method might be attractive if A and B are sparse symmetric. In this paper it is shown that the method will work for almost all symmetric tridiagonal matrices A and B.
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- Copyright © Australian Mathematical Society 1988