EISPACK solution of generalized eigenvalue prob.

[Matt Wette]

This article concerns the problem of finding two orthogonal
matrices Q and Z such that
Q'*A*Z is in upper real Schur form
Q'*B*Z is upper triangular
where A and B are square matrices and ' denotes transpose.

I have encountered problems with the EISPACK routine QZIT
not converging. The problem I am trying to solve is of
order 18 and a `relative Crawford number' for the problem,
given by evaluation of the Matlab expression
cond(A/norm(A) + j*B/norm(B)),
is about 10^2.

Does anyone know of software which is a better implementation
of (a variant of) the QZ algorithm and/or a better working
algorithm for solving the same problem?

Matt

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Matthew R. Wette | Jet Propulsion Laboratory, 198-326
mwe...@csi.jpl.nasa.gov | 4800 Oak Grove Dr, Pasadena,CA 91109
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