Alternatives to the Rayleigh Quotient for the Quadratic Eigenvalue Problem
نویسندگان
چکیده
منابع مشابه
Alternatives to the Rayleigh Quotient for the Quadratic Eigenvalue Problem
We consider the quadratic eigenvalue problem λ2Ax+ λBx+Cx = 0. Suppose that u is an approximation to an eigenvector x (for instance, obtained by a subspace method) and that we want to determine an approximation to the corresponding eigenvalue λ. The usual approach is to impose the Galerkin condition r(θ, u) = (θ2A+ θB +C)u ⊥ u, from which it follows that θ must be one of the two solutions to th...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2003
ISSN: 1064-8275,1095-7197
DOI: 10.1137/s1064827502406403