An Improved Arc Algorithm for Detecting Definite Hermitian Pairs

DOI10.1137/08074218XzbMath1202.65054OpenAlexW2168521677MaRDI QIDQ3584151

Chun-Hua Guo, Nicholas J. Higham, Françoise Tisseur

Publication date: 19 August 2010

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/08074218x

zbMATH Keywords

algorithmconvergenceCholesky factorizationcomplete pivotingbackward error analysisCrawford numbersaddle point linear systemdirection of negative curvaturedefinite pairHermitian generalized eigenvalue problemhyperbolic quadratic eigenvalue problem

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57)

Related Items (17)

Detecting hyperbolic and definite matrix polynomials ⋮ SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices ⋮ Subspace Acceleration for the Crawford Number and Related Eigenvalue Optimization Problems ⋮ Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems ⋮ On Local Non-Global Minimizers of Quadratic Optimization Problem with a Single Quadratic Constraint ⋮ Hermitian matrix polynomials with real eigenvalues of definite type. I: Classification ⋮ On computing the generalized Crawford number of a matrix ⋮ Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint ⋮ Distance Problems for Hermitian Matrix Pencils with Eigenvalues of Definite Type ⋮ Detecting a hyperbolic quadratic eigenvalue problem by using a subspace algorithm ⋮ Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block ⋮ Preconditioned gradient iterations for the eigenproblem of definite matrix pairs ⋮ A survey on variational characterizations for nonlinear eigenvalue problems ⋮ Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem ⋮ Inertia laws and localization of real eigenvalues for generalized indefinite eigenvalue problems ⋮ A conjugate gradient-based algorithm for large-scale quadratic programming problem with one quadratic constraint ⋮ The generalized trust region subproblem: solution complexity and convex hull results

Uses Software

• PDFIND
• NLEVP
• mctoolbox
• Chebfun

This page was built for publication: An Improved Arc Algorithm for Detecting Definite Hermitian Pairs