Algorithm 538: Eigenvectors, Eigenvalues of Real Generalized Symmetric Matrices by Simultaneous Iteration [F2]


The program presented here is an implementation of the simultaneous iteration algorithm [2] for calculating the eigenvalues largest in magnitude and corresponding eigenvectors of a real matrix symmetric relative to a prescribed inner product. Let ip(n, w, z) denote an inner product in the space of real column n-tuples and let the real n-square matrix C… (More)
DOI: 10.1145/355815.355825


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