A Subspace Approximation Method for the Quadratic Eigenvalue Problem

DOI10.1137/S0895479803423378zbMath1079.65039OpenAlexW1976181057MaRDI QIDQ4651008

U. B. Holz, Gene H. Golub, Kincho H. Law

Publication date: 21 February 2005

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

Full work available at URL: https://doi.org/10.1137/s0895479803423378

zbMATH Keywords

comparison of methodsnumerical examplesconvergence accelerationquadratic eigenvalue problemArnoldi methodRayleigh quotient iterationleast-squares problemssubspace approximationgeneralized Krylov subspacesRitz pair approximations

Mathematics Subject Classification ID

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

Related Items (5)

A non-perturbative approach to computing seismic normal modes in rotating planets ⋮ Accurate method for harmonic responses of non-classically damped systems in the middle frequency range ⋮ Perturbation theory for Hermitian quadratic eigenvalue problem -- damped and simultaneously diagonalizable systems ⋮ Restarted generalized Krylov subspace methods for solving large-scale polynomial eigenvalue problems ⋮ A survey on variational characterizations for nonlinear eigenvalue problems

Uses Software

• ARPACK

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