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1、LectureNotesinComputationalScienceandEngineering46EditorsTimothyJ.BarthMichaelGriebelDavidE.KeyesRistoM.NieminenDirkRooseTamarSchlickDanielKressnerNumericalMethodsforGeneralandStructuredEigenvalueProblemsWith32Figuresand10Tables123DanielKressnerInstitutfürMathematik,MA4-5TechnischeUniversit?
2、tBerlin10623Berlin,Germanyemail:kressner@math.tu-berlin.deLibraryofCongressControlNumber:2005925886MathematicsSubjectClassi?cation(2000):65-02,65F15,65F35,65Y20,65F50,15A18,93B60ISSN1439-7358ISBN-103-540-24546-4SpringerBerlinHeidelbergNewYorkISBN-13978-3-540-24546-9SpringerBerlinHeidelbergNe
3、wYorkThisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broad-casting,reproductiononmicrofilmorinanyotherway,andstorageindatabanks.Duplicationofthispublicationorpartsthe
4、reofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.ViolationsareliableforprosecutionundertheGermanCopyrightLaw.SpringerisapartofSpringerScience+BusinessMediaspringeronline.com?Springer-VerlagBe
5、rlinHeidelberg2005PrintedinTheNetherlandsTheuseofgeneraldescriptivenames,registerednames,trademarks,etc.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantprotectivelawsandregulationsandthereforefreeforgeneraluse.Typesetting:bytheauthorusi
6、ngaSpringerTEXmacropackageCoverdesign:design&production,HeidelbergPrintedonacid-freepaperSPIN:1136050641/TechBooks-543210Immerwennesregnet...PrefaceThepurposeofthisbookistodescriberecentdevelopmentsinsolvingeigen-valueproblems,inparticularwithrespecttotheQRandQZalgorithmsaswellasstructuredma
7、trices.OutlineMathematicallyspeaking,theeigenvaluesofasquarematrixAaretherootsofitscharacteristicpolynomialdet(A?λI).AninvariantsubspaceisalinearsubspacethatstaysinvariantundertheactionofA.Inrealisticapplications,itusuallytakesalongprocessofsimpli?
