We survey some unusual eigenvalue problems arising in different applications. We show that all these problems can be cast as problems of estimating quadratic forms. Numerical algorithms based on the well-known Gauss-type quadrature rules and Lanczos process are reviewed for computing these quadratic forms. These algorithms reference the matrix in question only through a matrix-vector product op...

We consider minimization of a quadratic objective function subject to a sign-indefinite quadratic equality constraint. We derive necessary and sufficient conditions for the existence of solutions to the constrained minimization problem. These conditions involve a generalized eigenvalue of the matrix pencil consisting of a symmetric positivesemidefinite matrix and a symmetric indefinite matrix. ...

The quadratic assignment problem (denoted QAP), in the trace formulation over the permutation matrices, is min X2 tr(AXB + C)X t : Several recent lower bounds for QAP are discussed. These bounds are obtained by applying continuous optimization techniques to approximations of this combinatorial optimization problem, as well as by exploiting the special matrix structure of the problem. In particu...

General quadratic matrix minimization problems, with orthogonal constraints, arise in continuous relaxations for the (discrete) quadratic assignment problem (QAP). Currently, bounds for QAP are obtained by treating the quadratic and linear parts of the objective function, of the relaxations, separately. This paper handles general objectives as one function. The objectives can be both nonhomogen...

The quadratic matrix equation AX2 + B X +C = 0 in n ×n matrices arises in applications and is of intrinsic interest as one of the simplest nonlinear matrix equations. We give a complete characterization of solutions in terms of the generalized Schur decomposition and describe and compare various numerical solution techniques. In particular, we give a thorough treatment of functional iteration m...

Let A be an adjacency matrix of a tree T with n vertices. Conditions are determined for the existence of a fixed permutation matrix P that maximizes the quadratic form xtP tAPx over all nonnegative vectors x with entries arranged in nondecreasing order. This quadratic form problem is completely solved, and its answer leads to a corresponding solution for the problem of determining conditions fo...

In this paper we first present a CG-type method for inverse eigenvalue problem of constructing real and symmetric matrices M, D and K for the quadratic pencil Q(λ) = λ2M + λD + K, so that Q(λ) has a prescribed subset of eigenvalues and eigenvectors. This method can determine the solvability of the inverse eigenvalue problem automatically. We then consider the least squares model for updating a ...

The trust-region subproblem of minimizing a quadratic function subject to a norm constraint arises in the context of trust-region methods in optimization and in the regularization of discrete forms of ill-posed problems, including non-negative regularization by means of interior-point methods. A class of efficient methods and software for solving large-scale trust-region subproblems is based on...

Exact asymptotic behavior is given for high excursion probabilities of a quadratic form zero-mean Gaussian stationary vector process with Pickands’ type covariance matrix in the vicinity zero. The case positive maximum eigenvalue order 1 considered.