Abstract
AbstractWe analyze the relative accuracy of two new element‐wise Jacobi‐type methods for the positive definite generalized eigenvalue problem Ax = λBx, where A and B are symmetric matrices and B is positive definite. A detailed error analysis is used, and the appropriate numerical tests are performed. If A and B are well‐behaved positive definite matrices then the transformation parameters will have small relative errors and numerical tests indicate the high relative accuracy of the methods.
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