On a class of alternating coefficient matrices quadratic eigenvalue problem

DOI10.1016/J.AMC.2003.10.005MaRDI QIDQ702608zbMATH OpenOpenAlexFDO

Authors Liu Xinguo, Weiguo Wang

Publication date 17 January 2005

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2003.10.005

zbMATH Keywords

backward errorCholesky-QL algorithmLanczos algorithmnumerical examplespolynomial eigenvalue problemsquadratic eigenvalueskew-symmetric tridiagonal matrixstructured condition number

Mathematics Subject Classification ID

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

Review text

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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Cites work

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Cited in

(1)

• On backward errors of structured polynomial eigenproblems solved by structure preserving linearizations

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