BIB-VERSION:: CS-TR-v2.0
          ID:: STAN//CS-TR-66-44
       ENTRY:: January 19, 1996
ORGANIZATION:: Stanford University, Department of Computer Science
       TITLE:: Relaxation methods for an eigenproblem
        TYPE:: Technical Report
      AUTHOR:: Kahan, William
        DATE:: August 1966
       PAGES:: 40
    ABSTRACT:: A theory is developed to account for the convergence
               properties of certain relaxation iterations which have been
               widely used to solve the eigenproblem

               $(A - \lambda B) \underline{x} = 0, \underline{x} \neq 0,

               with large symmetric matrices A and B and positive definite
               B. These iterations always converge, and almost always
               converge to the right answer. Asymptotically, the theory is
               essentially that of the relaxation iteration applied to a
               semi-definite linear system discussed in the author's
               previous report [Stanford University Computer Science
               Department report CS45, 1966].
       NOTES:: [Adminitrivia V1/Prg/19960119]
         END:: STAN//CS-TR-66-44