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Solving symmetric-definite quadratic lambda-matrix problems without factorization

Journal Article · · SIAM J. Sci. Stat. Comput.; (United States)
DOI:https://doi.org/10.1137/0903005· OSTI ID:6506875

Algorithms are presented for computing some of the eigenvalues and their associated eigenvectors of the quadratic lambda-matrix M lambda/sup 2/ C lambda + K. M, C, and K are assumed to have special symmetry-type properties which insure that theory analogous to the standard symmetric eigenproblem exists. The algorithms are based on a generalization of the Rayleigh quotient and the Lanczos method for computing eigenpairs of standard symmetric eigenproblems. Monotone quadratic convergence of the basic method is proved. Test examples are presented.

DOE Contract Number:
W-7405-ENG-26
OSTI ID:
6506875
Journal Information:
SIAM J. Sci. Stat. Comput.; (United States), Journal Name: SIAM J. Sci. Stat. Comput.; (United States) Vol. 3:1; ISSN SIJCD
Country of Publication:
United States
Language:
English