A modified second-order Arnoldi method for solving the quadratic eigenvalue problems
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Cites work
- A backward stable algorithm for quadratic eigenvalue problems
- A Look-Ahead Lanczos Algorithm for Unsymmetric Matrices
- A numerical method for quadratic eigenvalue problems of gyroscopic systems
- A refined Arnoldi type method for large scale eigenvalue problems
- A refined variant of the inverse-free Krylov subspace method for symmetric generalized eigenvalue problems
- A Simultaneous Iteration Algorithm for Real Matrices
- A structured quasi-Arnoldi procedure for model order reduction of second-order systems
- A thick-restarted block Arnoldi algorithm with modified Ritz vectors for large eigenproblems
- An invert-free Arnoldi method for computing interior eigenpairs of large matrices
- An iterated shift-and-invert Arnoldi algorithm for quadratic matrix eigenvalue problems
- Chebyshev Acceleration Techniques for Solving Nonsymmetric Eigenvalue Problems
- Deflating quadratic matrix polynomials with structure preserving transformations
- Efficient solution of quadratic eigenproblems arising in dynamic analysis of structures
- Finite Element Analysis of a Quadratic Eigenvalue Problem Arising in Dissipative Acoustics
- Gyroscopically Stabilized Systems: A Class Of Quadratic Eigenvalue Problems With Real Spectrum
- scientific article; zbMATH DE number 3408799 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- Jacobi--Davidson Style QR and QZ Algorithms for the Reduction of Matrix Pencils
- Jacobi-Davidson type methods for generalized eigenproblems and polynomial eigenproblems
- Lanczos versus subspace iteration for solution of eigenvalue problems
- Linearization of the quadratic eigenvalue problem
- Locking and restarting quadratic eigenvalue solvers
- Nested Lanczos: Implicitly restarting an unsymmetric Lanczos algorithm
- NLEVP, a collection of nonlinear eigenvalue problems
- Numerical analysis of a quadratic matrix equation
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- Numerical Solution of a Quadratic Matrix Equation
- Numerical solution of large nonsymmetric eigenvalue problems
- Numerical solutions for large sparse quadratic eigenvalue problems
- Orthogonality and partial pole assignment for the symmetric definite quadratic pencil
- Result verification for the real quadratic eigenvalue problem
- SOAR: A Second-order Arnoldi Method for the Solution of the Quadratic Eigenvalue Problem
- Solving a structured quadratic eigenvalue problem by a structure-preserving doubling algorithm
- Solving rational eigenvalue problems via linearization
- Stability analysis of the two-level orthogonal Arnoldi procedure
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- Use of indefinite pencils for computing damped natural modes
- Variations on Arnoldi's method for computing eigenelements of large unsymmetric matrices
Cited in
(12)- Solving constrained quadratic inverse eigenvalue problem via conjugate direction method
- Commuting solutions of the Yang-Baxter-like matrix equation for a class of rank-two updated matrices
- Lanczos algorithm for the quadratic eigenvalue problem in engineering applications
- The second-order biorthogonalization procedure and its application to quadratic eigenvalue problems
- An iterated shift-and-invert Arnoldi algorithm for quadratic matrix eigenvalue problems
- A variant of second-order Arnoldi method for solving the quadratic eigenvalue problem
- An iterated shift-and-invert Arnoldi algorithm for cubic eigenvalue problems
- The Quadratic Arnoldi Method for the Solution of the Quadratic Eigenvalue Problem
- A Subspace Approximation Method for the Quadratic Eigenvalue Problem
- On preconditioned normal and skew-Hermitian splitting iteration method for continuous Sylvester equations AX + XB = C^
- Induced dimension reduction method to solve the quadratic eigenvalue problem
- SOAR: A Second-order Arnoldi Method for the Solution of the Quadratic Eigenvalue Problem
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