A structure-preserving doubling algorithm for quadratic eigenvalue problems arising from time-delay systems (Q2654182): Difference between revisions

The authors propose a structure preserving doubling algorithm for the numerical solution of the quadratic eigenvalue problem \(Q(\lambda)x=(\lambda^2 B + \lambda C + A) x\), where \(A, B, C\) are \(n \times n\) complex matrices. The convergence and backward error of the algorithm are also analyzed and three numerical examples are presented.