A Hybrid Algorithm for Optimizing Eigenvalues of Symmetric Definite Pencils

DOI10.1137/S0895479893244833MaRDI QIDQ4313370zbMATH OpenOpenAlexFDO

Authors Michael L. Overton, Jean-Pierre A. Haeberly

Publication date 16 November 1994

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

Full work available at URL https://doi.org/10.1137/s0895479893244833

zbMATH Keywords

hybrid algorithmLyapunov equationsmaximum eigenvaluesymmetric definite pencil

Mathematics Subject Classification ID

Matrix pencils (15A22) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited in

(4)

• Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
• Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
• Range of the First Three Eigenvalues of the Planar Dirichlet Laplacian
• Computational Science – ICCS 2005

Describes a project that uses

Uses Software

• L-BFGS

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