• 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