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Some Modified Matrix Eigenvalue Problems

Published • Feb 22, 2007
NobleIDNI0P39W20R94S17
Authors:
Raymond H. Chan
,
Chen Greif
,
Dianne P. O’Leary

Abstract

Abstract We consider the numerical calculation of several matrix eigenvalue problems which require some manipulation before the standard algorithms may be used. This includes finding the stationary values of a quadratic form subject to linear constraints and determining the eigenvalues of a matrix w...

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