Homotopy method for the eigenvalues of symmetric tridiagonal matrices

DOI10.1016/J.CAM.2012.08.010MaRDI QIDQ455904zbMATH OpenOpenAlexFDO

Authors Philip Brockman, Timothy Carson, Yun Cheng, T. M. Elgindi, K. Jensen, X. Zhoun, M. B. M. Elgindi

Publication date 22 October 2012

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2012.08.010

zbMATH Keywords

convergenceeigenvaluehomotopy methodNewton's methodNewton-Kantorovich theoremsymmetric, tridiagonal matrices

Mathematics Subject Classification ID

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

Review text

The authors present a homotopy method for separately finding eigenvalues of symmetric, tridiagonal matrices. It is assumed that \(A\) has distinct diagonal elements and nonzero offdiagonal elements. Let \(D\) be the diagonal of \(A\) and \(E = A-D\). Define the matrix-valued function \(H(t) = D + t(A-D)\). Then \(H\) is a smooth function, \(H(0) = D\) and \(H(1) = A\). Theorems from perturbation theory tell us that there are curves in \(\mathbb R^2\) which give the eigenvalues of \(H(t)\) at any time. By assumption, \(H(t)\) is always symmetric and has \(n\) distinct eigenvalues. A bound on the timestep is shown to guarantee the convergence of Newton's method. This result takes the error in the approximation of the eigenpair into account. An improvement to the method is presented which involves using a different starting matrix.

Recommendations

• Homotopy method for the singular symmetric tridiagonal eigenproblem
• Some criteria for the homotopy method for the tridiagonal eigenproblem
• Homotopy algorithm for symmetric eigenvalue problems
• A simple application of the homotopy method to symmetric eigenvalue problems
• scientific article; zbMATH DE number 4092657
• A particular method for the determination of eigenvalues of symmetric tridiagonal matrices
• An Algorithm for Symmetric Tridiagonal Eigenproblems: Divide and Conquer with Homotopy Continuation
• An application of the homotopy method to the generalised symmetric eigenvalue problem
• Homotopy-Determinant Algorithm for Solving Nonsymmetric Eigenvalue Problems
• A homotopy algorithm for a symmetric generalized eigenproblem

Cited in

(7)

• Homotopy algorithm for symmetric eigenvalue problems
• Parallelization of eigenvalue-based dimensional reductions via homotopy continuation
• Unstructured quotient fixed modes and decentralised stabilisability
• Some criteria for the homotopy method for the tridiagonal eigenproblem
• Tridiagonal test matrices for eigenvalue computations: two-parameter extensions of the Clement matrix
• Solving Eigenvalue Problems of Real Nonsymmetric Matrices with Real Homotopies
• A simple application of the homotopy method to symmetric eigenvalue problems

This page was built for publication: Homotopy method for the eigenvalues of symmetric tridiagonal matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q455904)