首页|On the quadratic convergence of the complex HZ method for the positive definite generalized eigenvalue problem
On the quadratic convergence of the complex HZ method for the positive definite generalized eigenvalue problem
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NSTL
Elsevier
The paper proves the quadratic convergence of the complex HZ method for solving the positive definite generalized eigenvalue problem. The proof is made for a general cyclic pivot strategy in the case of simple eigenvalues and for any wavefront pivot strategy in the case of simple or double eigenvalues. The proof is valid for the real HZ method. The preliminary numerical tests confirm the theoretical results.
NSTL
Elsevier
