Abstract
The high relative accuracy of the Hari–Zimmermann method for solving the generalized eigenvalue problem Ax=λBx has been proved for a set of well-behaved pairs of real symmetric positive definite matrices. These are pairs of matrices (A,B) such that the spectral conditions κ2(AS) and κ2(BS) are small, where AS=DA−1/2ADA−1/2, BS=DB−1/2BDB−1/2 and DA=diag(A), DB=diag(B). The proof is made for one step of the method. It uses a very detailed error analysis and shows that the method computes the eigenvalues of the problem to high relative accuracy. Numerical tests agree with the obtained theoretical results.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
