A modified second-order Arnoldi method for solving the quadratic eigenvalue problems

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix equations and identities (15A24) Numerical solution of nonlinear eigenvalue and eigenvector problems (65H17)

Cites Work

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Title not available (Why is that?)
NLEVP
Numerical analysis of a quadratic matrix equation
The quadratic eigenvalue problem
Finite Element Analysis of a Quadratic Eigenvalue Problem Arising in Dissipative Acoustics
Variations on Arnoldi's method for computing eigenelements of large unsymmetric matrices
Jacobi-Davidson type methods for generalized eigenproblems and polynomial eigenproblems
Numerical methods for large eigenvalue problems
The principle of minimized iterations in the solution of the matrix eigenvalue problem
A thick-restarted block Arnoldi algorithm with modified Ritz vectors for large eigenproblems
Chebyshev Acceleration Techniques for Solving Nonsymmetric Eigenvalue Problems
Jacobi--Davidson Style QR and QZ Algorithms for the Reduction of Matrix Pencils
SOAR: A Second-order Arnoldi Method for the Solution of the Quadratic Eigenvalue Problem
A refined Arnoldi type method for large scale eigenvalue problems
A refined variant of the inverse-free Krylov subspace method for symmetric generalized eigenvalue problems
A Look-Ahead Lanczos Algorithm for Unsymmetric Matrices
A Simultaneous Iteration Algorithm for Real Matrices
Solving a Structured Quadratic Eigenvalue Problem by a Structure-Preserving Doubling Algorithm
A numerical method for quadratic eigenvalue problems of gyroscopic systems
Gyroscopically Stabilized Systems: A Class Of Quadratic Eigenvalue Problems With Real Spectrum
A structured quasi-Arnoldi procedure for model order reduction of second-order systems
Deflating quadratic matrix polynomials with structure preserving transformations
Numerical Solution of a Quadratic Matrix Equation
Orthogonality and partial pole assignment for the symmetric definite quadratic pencil
Solving Rational Eigenvalue Problems via Linearization
Numerical solutions for large sparse quadratic eigenvalue problems
Locking and restarting quadratic eigenvalue solvers
Lanczos versus subspace iteration for solution of eigenvalue problems
Linearization of the quadratic eigenvalue problem
Nested Lanczos: Implicitly restarting an unsymmetric Lanczos algorithm
Use of indefinite pencils for computing damped natural modes
Numerical solution of large nonsymmetric eigenvalue problems
Efficient solution of quadratic eigenproblems arising in dynamic analysis of structures
A backward stable algorithm for quadratic eigenvalue problems
Stability analysis of the two-level orthogonal Arnoldi procedure
An invert-free Arnoldi method for computing interior eigenpairs of large matrices
An iterated shift-and-invert Arnoldi algorithm for quadratic matrix eigenvalue problems
Result verification for the real quadratic eigenvalue problem

Cited In (4)

Solving constrained quadratic inverse eigenvalue problem via conjugate direction method
Commuting solutions of the Yang-Baxter-like matrix equation for a class of rank-two updated matrices
On preconditioned normal and skew-Hermitian splitting iteration method for continuous Sylvester equations AX + XB = C*
The Quadratic Arnoldi Method for the Solution of the Quadratic Eigenvalue Problem

Uses Software

JDQR
NLEVP
JDQZ

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