A numerical method for polynomial eigenvalue problems using contour integral
نویسندگان
چکیده
منابع مشابه
A numerical method for polynomial eigenvalue problems using contour integral
We propose a numerical method using contour integral to solve polynomial eigenvalue problems (PEPs). The method finds eigenvalues contained in a certain domain which is defined by a surrounding integral path. By evaluating the contour integral numerically along the path, the method reduces the original PEP into a small generalized eigenvalue problem, which has the identical eigenvalues in the d...
متن کاملA Contour-integral Based Qz Algorithm for Generalized Eigenvalue Problems
Recently, a kind of eigensolvers based on contour integral were developed for computing the eigenvalues inside a given region in the complex plane. The CIRR method is a classic example among this kind of methods. In this paper, we propose a contour-integral based QZ method which is also devoted to computing partial spectrum of generalized eigenvalue problems. Our new method takes advantage of t...
متن کاملFast Numerical Contour Integral Method for Fractional Diffusion Equations
The numerical contour integral method with hyperbolic contour is exploited to solve space-fractional diffusion equations. By making use of the Toeplitzlike structure of spatial discretized matrices and the relevant properties, the regions that the spectra of resulting matrices lie in are derived. The resolvent norms of the resulting matrices are also shown to be bounded outside of the regions. ...
متن کاملA numerical method for solving inverse eigenvalue problems
Based on QR~\ike décomposition with column pivoting, a new and efficient numerical method for solving symmetrie matrix inverse eigenvalue problems is proposed, which is suitable for both the distinct and multiple eigenvalue cases. A locally quadratic convergence analysis is given. Some numerical experiments are presented to illustrate our results. Résumé. Basée sur la décomposition QR-iype avec...
متن کاملA numerical method for quadratic eigenvalue problems of gyroscopic systems
We consider the quadratic eigenvalues problem (QEP) of gyroscopic systems ðlMþ lGþ KÞx 1⁄4 0, where M 1⁄4 M>;G 1⁄4 G> and K 1⁄4 K> 2 R n with M being positive definite. Guo [Numerical solution of a quadratic eigenvalue problem, Linear Algebra and its Applications 385 (2004) 391–406] showed that all eigenvalues of the QEP can be found by solving the maximal solution of a nonlinear matrix equatio...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Japan Journal of Industrial and Applied Mathematics
سال: 2010
ISSN: 0916-7005,1868-937X
DOI: 10.1007/s13160-010-0005-x