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A root-finding method for eigenproblem
Journal article   Peer reviewed

A root-finding method for eigenproblem

K Li and T Y Li
Arabian journal for science and engineering, Vol.25(2A), pp.121-130
07/2000
Web of Science ID: WOS:000088321800006

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Abstract

In this paper we present a method, parallel in nature, for finding all eigenvalues of the generalized eigenvalue problem. Our method employs the determinant evaluation and a root-finding scheme. It is shown that the method converges monotonically and quadratically, and is reliable, efficient, and easy to implement in practice.

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