Detecting a hyperbolic quadratic eigenvalue problem by using a subspace algorithm
Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to inverse eigenvalue problems (65F18) Numerical solution of nonlinear eigenvalue and eigenvector problems (65H17) Packaged methods for numerical algorithms (65Y15)
The author considers the quadratic eigenvalue problem (QEP): \[ Q(\lambda)x:=(\lambda ^2M+\lambda D+K)x=0 \] where \(M,D,K\) are complex matrices of order \(n\), \(x\neq 0\) is the eigenvector, \(\lambda\) is the corresponding eigenvalue. A Hermitian QEP is hyperbolic if \(M\) is positive definite and \((x^HDx)^2-4(x^HMx)(x^HKx) > 0\) for all nonzero vectors \(x\). There exist many algorithms for detecting hyperbolicity, most of them are not suitable for large QEPs. The paper is devoted to the construction of the following algorithms: Algorithm 1 -- A basic subspace algorithm for detecting a hyperbolic quadratic eigenvalue problem. Algorithm 2 -- Locally optimal block extended conjugate gradient method (LOBeCG) for detecting a hyperbolic QEP. Algorithm 3 -- A basic subspace algorithm for detecting an overdamped QEP. Comparisons of the above algorithms with some other algorithms are considered in Sections 3 and 4. Numerical experiments show that the proposed subspace algorithms can detect very quickly the (non)hyperbolicity of a large Hermitian quadratic eigenvalue problem. Algorithm 2 can be more efficient with preconditioners than without them. The proposed algorithms are supported by detailed codes.
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