A new look at the doubling algorithm for a structured palindromic quadratic eigenvalue problem

Recently, Guo and Lin [SIAM J. Matrix Anal. Appl., 31 (2010), 2784–2801] proposed an efficient numerical method to solve the palindromic quadratic eigenvalue problem (PQEP) . 2ATC QCA/ ́ D 0 arising from the vibration analysis of high speed trains, where A; Q 2 C n have special structures: both Q and A are, among others, m m block matrices with each block being k k (thus, n D mk), and moreover, Q is block tridiagonal, and A has only one nonzero block in the .1;m/th block position. The key intermediate step of the method is the computation of the so-called stabilizing solution to the n n nonlinear matrix equation X C ATX A D Q via the doubling algorithm. The aim of this article is to propose an improvement to this key step through solving a new nonlinear matrix equation having the same form but of only k k in size. This new and much smaller matrix equation can also be solved by the doubling algorithm. For the same accuracy, it takes the same number of doubling iterations to solve both the larger and the new smaller matrix equations, but each doubling iterative step on the larger equation takes about 4.8 as many flops than the step on the smaller equation. Replacing Guo’s and Lin’s key intermediate step by our modified one leads to an alternative method for the PQEP. This alternative method is faster, but the improvement in speed is not as dramatic as just for solving the respective nonlinear matrix equations and levels off as m increases. Numerical examples are presented to show the effectiveness of the new method. Copyright © 2014 John Wiley & Sons, Ltd.