BIB-VERSION:: CS-TR-v2.0
          ID:: STAN//CS-TR-69-142
       ENTRY:: November 27, 1995
ORGANIZATION:: Stanford University, Department of Computer Science
       TITLE:: Stationary values of the ratio of quadratic forms subject to
               linear constraints
        TYPE:: Technical Report
      AUTHOR:: Golub, Gene H.
      AUTHOR:: Underwood, Richard R.
        DATE:: November 1969
       PAGES:: 24
    ABSTRACT:: Let A be a real symmetric matrix of order n, B a real
               symmetric positive definite matrix of order n, and C an
               n$\times$p matrix of rank r with r $\leq$ p < n. We wish to
               determine vectors $\underset ~\to x$ for which ${\underset
               ~\to x}^T\ A\underset ~\to x\ / {\underset ~\to x}^T\
               B\underset ~\to x$ is stationary and $C^T \underset ~\to x\ =
               \underset ~\to \Theta$, the null vector. An algorithm is
               given for generating a symmetric eigensystem whose
               eigenvalues are the stationary values and for determining the
               vectors $\underset ~\to x$. Several Algol procedures are
               included.
       NOTES:: [Adminitrivia V1/Prg/19951127]
         END:: STAN//CS-TR-69-142