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

Arnoldi methodcomparison of methodsconvergence accelerationgeneralized Krylov subspacesleast-squares problemsnumerical examplesquadratic eigenvalue problemRayleigh quotient iterationRitz pair approximationssubspace approximation

Mathematics Subject Classification ID

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

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Cited in

(22)

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

Describes a project that uses

Uses Software

• ARPACK

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