For standard eigenvalue problems, closed-form expressions for the condition numbers of a multiple eigenvalue are known. In particular, they are uniformly 1 in the Hermitian case and generally take different values in the non-Hermitian case. We consider the generalized eigenvalue problem and identify the condition numbers. Our main result is that a multiple eigenvalue generally has multiple cond...

The recursive inverse eigenvalue problem for matrices is studied where for each leading principle submatrix an eigenvalue and associated left and right eigenvectors are assigned Existence and uniqueness results as well as explicit formulas are proven and applications to nonnegative matrices Z matrices M matrices symmetric matrices Stieltjes matrices and inverse M matrices are considered

We present a new numerical method for computing selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. The method does not require good initial approximations and is able to tackle large problems that are too expensive for methods that compute all eigenvalues. The new method uses a two-sided approach and is a generalization of the Jacobi– Davidson type method for right d...

Among the eigenvalue problems of the Laplacian, the biharmonic operator eigenvalue problems are interesting projects because these problems root in physics and geometric analysis. The buckling problem is one of the most important problems in physics, and many studies have been done by the researchers about the solution and the estimate of its eigenvalue. In this paper, first, we obtain the evol...

In this paper, damping of interarea oscillations using simultaneous coordination of static Var compensator (SVC) and power system stabilizer (PSS) is considered.  To be effective in damping of oscillations, the best-input signal of power oscillation damper (POD) associated with SVC is selected using Hankel singular values (HSVs), and right-hand plane zeros (RHP-zeros). The 4-machine-2 area...

A matrix balancing problem and an eigenvalue problem are transformed into two minimumnorm point problems whose difference is only a norm. The matrix balancing problem is solved by scaling algorithms that are as simple as the power method of the eigenvalue problem. This study gives a proof of global convergence for scaling algorithms and applies the algorithm to Analytic Hierarchy process (AHP),...

In a recent paper Sima, Van Huffel and Golub [Regularized total least squares based on quadratic eigenvalue problem solvers. BIT Numerical Mathematics 44, 793 812 (2004)] suggested a computational approach for solving regularized total least squares problems via a sequence of quadratic eigenvalue problems. Taking advantage of a variational characterization of real eigenvalues of nonlinear eigen...

The detection of a Hopf bifurcation in a large scale dynamical system that depends on a physical parameter often consists of computing the right-most eigenvalues of a sequence of large sparse eigenvalue problems. This is not only an expensive operation, but the computation of right-most eigenvalues is often not reliable for the commonly used methods for large sparse matrices. In the literature ...

This paper is concerned with the eigenvalue decay of the solution to operator Lya-punov equations with right-hand sides of finite rank. We show that the kth eigenvalue decays exponentially in √ k, provided that the involved operator A generates an exponentially stable continuous semigroup, and A is either self-adjoint or diagonalizable. Numerical experiments with discretizations of 1D and 2D PD...