A Subspace Approximation Method for the Quadratic Eigenvalue Problem

DOI10.1137/S0895479803423378MaRDI QIDQ4651008zbMATH OpenOpenAlexFDO

Authors U. B. Holz, Gene H. Golub, Kincho H. Law

Publication date 21 February 2005

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

Full work available at URL https://doi.org/10.1137/s0895479803423378

zbMATH Keywords

numerical examplesconvergence accelerationquadratic eigenvalue problemArnoldi methodcomparison of methodsRayleigh quotient iterationleast-squares problemssubspace approximationgeneralized Krylov subspacesRitz pair approximations

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited in

(20)

• A Krylov Subspace Method for Quadratic Matrix Polynomials with Application to Constrained Least Squares Problems
• Numerical Solution of Quadratic Eigenvalue Problems with Structure-Preserving Methods
• A survey on variational characterizations for nonlinear eigenvalue problems
• A successive substitution procedure for eigenvalue approximation
• Alternatives to the Rayleigh Quotient for the Quadratic Eigenvalue Problem
• Approximation of damped quadratic eigenvalue problem by dimension reduction
• New numerical algorithm for deflation of infinite and zero eigenvalues and full solution of quadratic eigenvalue problems
• An adaptive quasi-Newton algorithm for eigensubspace estimation.
• An iterated shift-and-invert Arnoldi algorithm for quadratic matrix eigenvalue problems
• Restarted generalized Krylov subspace methods for solving large-scale polynomial eigenvalue problems
• A non-perturbative approach to computing seismic normal modes in rotating planets
• A variant of second-order Arnoldi method for solving the quadratic eigenvalue problem
• The inexact residual iteration method for quadratic eigenvalue problem and the analysis of convergence
• Perturbation theory for Hermitian quadratic eigenvalue problem -- damped and simultaneously diagonalizable systems
• A Padé approximate linearization algorithm for solving the quadratic eigenvalue problem with low-rank damping
• Detecting a hyperbolic quadratic eigenvalue problem by using a subspace algorithm
• Backward error analysis for linearizations in heavily damped quadratic eigenvalue problem
• Accurate method for harmonic responses of non-classically damped systems in the middle frequency range
• An Algorithm for Quadratic Eigenproblems with Low Rank Damping
• A subspace forward iteration method for solving the quadratic eigenproblem associated with the FDE formulation

Describes a project that uses

Uses Software

• ARPACK

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