Variational analysis of an extended eigenvalue problem
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Publication:1893098
DOI10.1016/0024-3795(92)00016-FzbMath0823.15008MaRDI QIDQ1893098
Publication date: 7 November 1995
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
nonsmooth analysisLagrange multipliermathematical programmingsymmetric matrixquadratic problemextended eigenvalue problem
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Eigenvalues, singular values, and eigenvectors (15A18)
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- A constrained eigenvalue problem
- Least squares with a quadratic constraint
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