An Improved Arc Algorithm for Detecting Definite Hermitian Pairs

DOI10.1137/08074218XMaRDI QIDQ3584151zbMATH OpenOpenAlexFDO

Authors Chun-Hua Guo, Nicholas J. Higham, Françoise Tisseur

Publication date 19 August 2010

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/08074218x

zbMATH Keywords

Cholesky factorizationconvergencealgorithmbackward error analysisCrawford numbersaddle point linear systemcomplete pivotingdirection of negative curvaturedefinite pairHermitian generalized eigenvalue problemhyperbolic quadratic eigenvalue problem

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited in

(21)

• Distances from a Hermitian Pair to Diagonalizable and Nondiagonalizable Hermitian Pairs
• Preconditioned gradient iterations for the eigenproblem of definite matrix pairs
• A survey on variational characterizations for nonlinear eigenvalue problems
• Subspace acceleration for the Crawford number and related eigenvalue optimization problems
• Detecting hyperbolic and definite matrix polynomials
• On local non-global minimizers of quadratic optimization problem with a single quadratic constraint
• A conjugate gradient-based algorithm for large-scale quadratic programming problem with one quadratic constraint
• SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices
• Distance problems for Hermitian matrix pencils with eigenvalues of definite type
• Restoring definiteness via shrinking, with an application to correlation matrices with a fixed block
• Effective recursive algorithm for judging the positive-definiteness of matrices of high dimension
• Novel reformulations and efficient algorithms for the generalized trust region subproblem
• The generalized trust region subproblem: solution complexity and convex hull results
• Hermitian matrix polynomials with real eigenvalues of definite type. I: Classification
• Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems
• On computing the generalized Crawford number of a matrix
• The nearest definite pair for the Hermitian generalized eigenvalue problem
• Inertia laws and localization of real eigenvalues for generalized indefinite eigenvalue problems
• Detecting a hyperbolic quadratic eigenvalue problem by using a subspace algorithm
• scientific article; zbMATH DE number 3908595 (Why is no real title available?)
• Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint

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Uses Software

• Chebfun
• mctoolbox
• NLEVP
• PDFIND

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