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The Computer Journal 1969 12(4):398-404; doi:10.1093/comjnl/12.4.398
© 1969 by British Computer Society
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Eigenvalues of Ax = {lambda}Bx with band symmetric A and B

G. Peters and J. H. Wilkinson *

Division of Numerical and Applied Mathematics National Physics Laboratory, Teddington, Middlesex, UK

Describes an efficient algorithm for the calculation of specified eigenvalues of Ax = {lambda}Bx with band symmetric A and B, the latter being positive definite. Each eigenvalue is isolated using the Sturm sequence property of leading principal minors of A – {lambda}B and is then computed accurately using a modified version of successive linear interpolation.

Received November 1968.

* Division of Numerical and Applied Mathematics, National Physics Laboratory, Teddington, Middlesex


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