arXiv · 1303.1035
A generalized eigenvalue algorithm for tridiagonal matrix pencils based on a nonautonomous discrete integrable system
Abstract
A generalized eigenvalue algorithm for tridiagonal matrix pencils is presented. The algorithm appears as the time evolution equation of a nonautonomous discrete integrable system associated with a polynomial sequence which has some orthogonality on the support set of the zeros of the characteristic polynomial for a tridiagonal matrix pencil. The convergence of the algorithm is discussed by using the solution to the initial value problem for the corresponding discrete integrable system.
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Kazuki Maeda, Satoshi Tsujimoto. 2013-03-05. A generalized eigenvalue algorithm for tridiagonal matrix pencils based on a nonautonomous discrete integrable system. https://doi.org/10.1016/j.cam.2015.12.032
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