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01-12-2016

A Jacobi–Davidson type method for computing real eigenvalues of the quadratic eigenvalue problem

Authors: Hao Li, Yunfeng Cai

Published in: Calcolo | Issue 4/2016

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Abstract

This paper presents a new Jacobi–Davidson type method to compute several real eigenvalues of the Hermitian quadratic eigenvalue problem. This method uses a simple index to sort the eigenvalues of the projected quadratic eigenvalue problem and extracts the approximate eigenvectors for the quadratic eigenvalue problem with the eigenvectors of the projected quadratic eigenvalue problem corresponding to the eigenvalues with the smallest indices. Numerical examples show that our method is effective and efficient to compute real eigenvalues of the Hermitian quadratic eigenvalue problem.

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Title: A Jacobi–Davidson type method for computing real eigenvalues of the quadratic eigenvalue problem
Authors: Hao Li
Yunfeng Cai
Publication date: 01-12-2016
Publisher: Springer Milan
Published in: Calcolo / Issue 4/2016
Print ISSN: 0008-0624
Electronic ISSN: 1126-5434
DOI: https://doi.org/10.1007/s10092-015-0171-y

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