An extension of the QZ algorithm for solving the generalized matrix eigenvalue problem

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National Aeronautics and Space Administration, 1973 - Mathematics - 52 pages
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This algorithm is an extension of Moler and Stewart's QZ algorithm with some added features for saving time and operations. Also, some additional properties of the QR algorithm which were not practical to implement in the QZ algorithm can be generalized with the combination shift QZ algorithm. Numerous test cases are presented to give practical application tests for algorithm. Based on results, this algorithm should be preferred over existing algorithms which attempt to solve the class of generalized eigenproblems where both matrices are singular or nearly singular.

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Contents

SUMMARY
1
COMBINATION SHIFT QZ ALGORITHM
11
THEORETICAL COMPARISON OF THE COMBINATION SHIFT
20

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