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Stationary values of the ratio of quadratic forms subject to linear constraints

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Sommario

SiaA una matrice reale simmetrica di ordinen, B una matrice reale simmetrica di ordinen per cuix T B x>0 eC una matricen×p di rangor conr≤p<n. Si vogliono deteminare i vettorix per cui, JIMEL

è stazionaria eC T x=θ è il vettore nullo. È dato un algoritmo per generare un autosistema simmetrico i cui autovalori sono i valori stazionarì e per determinare i vettorix. Sono altresì presentate parecchie applicazioni dell'algoritmo.

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Authors and Affiliations

  1. Computer Science Dept., Stanford University, Stanford, California, USA

    Gene H. Golub & Richard Underwood

Authors
  1. Gene H. Golub
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  2. Richard Underwood
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Dedicated to Professor L. Collatz on his sixtieth birthday

This author was in part supported by the Atomic Energy Commission.

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Golub, G.H., Underwood, R. Stationary values of the ratio of quadratic forms subject to linear constraints. Journal of Applied Mathematics and Physics (ZAMP) 21, 318–326 (1970). https://doi.org/10.1007/BF01627939

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  • DOI: https://doi.org/10.1007/BF01627939

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