Use of indefinite pencils for computing damped natural modes (Q2277769)

A quadratic eigenvalue problem \((\lambda^ 2_ i\cdot M+\lambda_ iC+K)\omega_ i=0,\) \(i=1,...,2n\) is solved where M, C, K are real symmetric and positive definite \(n\times n\) matrices. This problem may be reduced to linear symmetric but not positive definite form. The new problem is \((A-1/\lambda B)z=0,\) where A, B are symmetric but indefinite matrices. The problems are solved by means of the Lanczos algorithm. When K is singular, then the shifted problem is solved. Real or complex origin shifts, reorthogonalization, and error bounds are discussed. Several methods for solving the reduced problem are mentioned. Some dangers are described, and examples are given comparing the Lanczos algorithm with subspace iteration.