A generalized projective dynamic for solving extreme and interior eigenvalue problems (Q950583)

In [Linear Algebra Appl. 415, No.~1, 31--51 (2006; Zbl 1092.65029)], \textit{G. H. Golub} and \textit{L.-Z. Liao} considered a continuous-time system which is based on the projective dynamic. In fact, they proposed to solve some concave optimization problems resulted from extreme and interior eigenvalue problems. They proved the convergence inside the unit ball. However, stability nor convergence outside the unit ball is established in the previous work. In this paper, the authors analyze the stability of this dynamics, develop a generalized model and analyze its convergence inside and outside the unit ball. The authors prove some convergence results and links of the projective dynamical system with other related works. Finally, they illustrate their results to some examples. It is worth mentioning that Prof. Li Ruo provided them with an example of a self-adjoint elliptic partial differential equation.