解一类实对称正定束Ax=λBx的同伦方法

Homotopy Method for Solving a Kind of Real Symmetric Positive Definite Pencil

若AB为实对称n×n方阵,B为正定则广义特征值问题A_x=λB_x称为实对称正定束。本文解无重特征值的实对称正定束。

A generalized eigenvalue problem Ax=λBx is called real symmetric positive definite pencil, if A, B are real symmetric n by n matrices and B is positive definite. This paper solved the real symmetric positive definite pencil which does not have multiple eigenvalues.