DocumentCode
3264411
Title
Trace inverse algorithms for the general eigenvalue problem
Author
Hasan, Mohammed A. ; Hasan, Ali A.
Author_Institution
Dept. of Electr. & Comput. Eng., Minnesota Univ., Duluth, MN, USA
Volume
2
fYear
2002
fDate
10-13 Dec. 2002
Firstpage
2111
Abstract
Computation of matrix eigenvalues forms one of the basic problems in numerical linear algebra and is of fundamental importance in applied science and engineering. In the paper, trace inverse algorithms in rational and radical forms are introduced These algorithms are applied for computing the eigenvalues of rank one modification, bordered matrices, and the Hessenberg eigen value problem. Using this approach a sample of extremum eigen value finders are developed. These methods are iterative and can be designed to have convergence of any prescribed order. Generalization to the general nonlinear eigenvalue problem is also presented.
Keywords
convergence of numerical methods; eigenvalues and eigenfunctions; iterative methods; matrix algebra; Hessenberg eigen problem; general eigenvalue problem; iterative methods; matrix eigenvalues; numerical linear algebra; radical algorithms; rank one modification bordered matrices; rational algorithms; trace inverse algorithms; Algorithm design and analysis; Convergence; Covariance matrix; Educational institutions; Eigenvalues and eigenfunctions; Iterative algorithms; Linear algebra; Newton method; Nonlinear equations;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
ISSN
0191-2216
Print_ISBN
0-7803-7516-5
Type
conf
DOI
10.1109/CDC.2002.1184841
Filename
1184841
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