Solution of Linear Generalized Eigenvalue Problems Containing Singular Matrices |
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| Authors: | JENNINGS A; HALLIDAY J; COLE M J |
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| Institution: |
Department of Civil Engineering, Queen's University Belfast, Northern Ireland
British Aerospace, Warton Aerodrome Nr. Preston, England
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| Abstract: | A general method is presented for the solution of the lineargeneralized eigenvalue problem Ax =  Bx, where matrices A andB may both be singular but ||A — B||  0. The procedurecan easily be implemented on a digital computer using a Gaussianelimination algorithm with pivoting together with a QR eigensolutionpackage. Results are given for two problems with sensitive eigenvalues. |
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