Numerical solutions for large sparse quadratic eigenvalue problems

DOI10.1016/0024-3795(93)00318-TzbMath0839.65046MaRDI QIDQ1899377

Chern-Shuh Wang, Jong-Shenq Guo, Wen-Wei Lin

Publication date: 16 June 1996

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmglobal convergenceconvergence accelerationquadratic convergenceNewton iterationslarge sparse quadratic eigenvalue problemsmallest positive eigenvalues

Mathematics Subject Classification ID

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

Related Items (13)

Computing several eigenvalues of nonlinear eigenvalue problems by selection ⋮ A Jacobi-Davidson type method for computing real eigenvalues of the quadratic eigenvalue problem ⋮ The inexact residual iteration method for quadratic eigenvalue problem and the analysis of convergence ⋮ A polynomial Jacobi-Davidson solver with support for non-monomial bases and deflation ⋮ Real fast structure-preserving algorithm for eigenproblem of complex Hermitian matrices ⋮ On spectral analysis and a novel algorithm for transmission eigenvalue problems ⋮ Deflating quadratic matrix polynomials with structure preserving transformations ⋮ A modified second-order Arnoldi method for solving the quadratic eigenvalue problems ⋮ A Newton-Type Method with Nonequivalence Deflation for Nonlinear Eigenvalue Problems Arising in Photonic Crystal Modeling ⋮ Restarted generalized Krylov subspace methods for solving large-scale polynomial eigenvalue problems ⋮ An inverse eigenvalue problem for damped gyroscopic second-order systems ⋮ Anti-triangular and anti-\(m\)-Hessenberg forms for Hermitian matrices and pencils ⋮ Eigenvalue computation in the 20th century

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