On a class of alternating coefficient matrices quadratic eigenvalue problem (Q702608)
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| Language | Label | Description | Also known as |
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| English | On a class of alternating coefficient matrices quadratic eigenvalue problem |
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On a class of alternating coefficient matrices quadratic eigenvalue problem (English)
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17 January 2005
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The authors deal with a particular class of polynomial eigenvalue problems, that is those problems where the coefficient matrices form alternating sequences of symmetric and skew-symmetric matrices. At first they reformulate the considered problem as a generalized eigenvalue problem, which is solved by applying the Cholesky-QL algorithm or Lanczos algorithm, without complex arithmetic. Then the structured condition number is studied. Some numerical examples are provided, which confirm theoretical results.
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quadratic eigenvalue
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backward error
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structured condition number
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skew-symmetric tridiagonal matrix
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polynomial eigenvalue problems
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Cholesky-QL algorithm
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Lanczos algorithm
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numerical examples
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