Elliptic and hyperbolic quadratic eigenvalue problems and associated distance problems

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Elliptic and hyperbolic quadratic eigenvalue problems and associated distance problems

Two important classes of quadratic eigenvalue problems are composed of elliptic and hyperbolic problems. In [Linear Algebra Appl., 351–352 (2002) 455], the distance to the nearest non-hyperbolic or non-elliptic quadratic eigenvalue problem is obtained using a global minimization problem. This paper proposes explicit formulas to compute these distances and the optimal perturbations. The problem ...

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Algorithms for hyperbolic quadratic eigenvalue problems

We consider the quadratic eigenvalue problem (QEP) (λ2A+λB+ C)x = 0, where A,B, and C are Hermitian with A positive definite. The QEP is called hyperbolic if (x∗Bx)2 > 4(x∗Ax)(x∗Cx) for all nonzero x ∈ Cn. We show that a relatively efficient test for hyperbolicity can be obtained by computing the eigenvalues of the QEP. A hyperbolic QEP is overdamped if B is positive definite and C is positive ...

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An important class of generalized eigenvalue problems Ax = λBx is those in which A and B are Hermitian and some real linear combination of them is definite. For the quadratic eigenvalue problem (QEP) (λ2A+ λB + C)x = 0 with Hermitian A, B and C and positive definite A, particular interest focuses on problems in which (x∗Bx)2 − 4(x∗Ax)(x∗Cx) is one-signed for all non-zero x—for the positive sign...

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ژورنال

عنوان ژورنال: Linear Algebra and its Applications

سال: 2003

ISSN: 0024-3795

DOI: 10.1016/s0024-3795(03)00489-0