A generalized projective dynamic for solving extreme and interior eigenvalue problems

DOI10.3934/DCDSB.2008.10.997MaRDI QIDQ950583zbMATH OpenOpenAlexFDO

Authors Lei-Hong Zhang, Li-Zhi Liao

Publication date 30 October 2008

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcdsb.2008.10.997

zbMATH Keywords

concave optimization problemscontinuous-time systemconvergencenumerical examplesprojective dynamical systemRayleigh quotient gradient flowstability analysissymmetric eigenvalue problem

Mathematics Subject Classification ID

Numerical approximation of eigenvalues and of other parts of the spectrum of ordinary differential operators (34L16) Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical optimization and variational techniques (65K10) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15)

Review text

In [Linear Algebra Appl. 415, No.~1, 31--51 (2006; Zbl 1092.65029)], \textit{G. H. Golub} and \textit{L.-Z. Liao} considered a continuous-time system which is based on the projective dynamic. In fact, they proposed to solve some concave optimization problems resulted from extreme and interior eigenvalue problems. They proved the convergence inside the unit ball. However, stability nor convergence outside the unit ball is established in the previous work. In this paper, the authors analyze the stability of this dynamics, develop a generalized model and analyze its convergence inside and outside the unit ball. The authors prove some convergence results and links of the projective dynamical system with other related works. Finally, they illustrate their results to some examples. It is worth mentioning that Prof. Li Ruo provided them with an example of a self-adjoint elliptic partial differential equation.

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Cited in

(4)

• A method based on Rayleigh quotient gradient flow for extreme and interior eigenvalue problems
• Continuous methods for extreme and interior eigenvalue problems
• Dynamic system for solving complex eigenvalue problems
• Solving Singular Generalized Eigenvalue Problems. Part II: Projection and Augmentation

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