Reduction of the Symmetric Eigenproblem Ax=λBx and Related Problems to Standard Form

  • R. S. Martin
  • J. H. Wilkinson
Part of the Die Grundlehren der mathematischen Wissenschaften book series (GL, volume 186)


In many fields of work the solution of the eigenproblems Ax=λBx and ABx=λx (or related problems) is required, where A and B are symmetric and B is positive definite. Each of these problems can be reduced to the standard symmetric eigenproblem by making use of the Cholesky factorization [4] of B.


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© Springer-Verlag Berlin · Heidelberg 1971

Authors and Affiliations

  • R. S. Martin
  • J. H. Wilkinson

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