Jacobi-like algorithms for the indefinite generalized Hermitian eigenvalue problem

被引:7
|
作者
Mehl, C [1 ]
机构
[1] TU Berlin, Inst Math, D-10623 Berlin, Germany
关键词
Jacobi-like method; Hermitian pencil; eigenvalues;
D O I
10.1137/S089547980240947X
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We discuss structure-preserving Jacobi-like algorithms for the solution of the indefinite generalized Hermitian eigenvalue problem. We discuss a method based on the solution of Hermitian 4 x 4 subproblems which generalizes the Jacobi-like method of Bunse-Gerstner and Fa bender for Hamiltonian matrices. Furthermore, we discuss structure-preserving Jacobi-like methods based on the solution of non-Hermitian 2 x 2 subproblems. For these methods a local convergence proof is given. Numerical test results for the comparison of the proposed methods are presented.
引用
收藏
页码:964 / 985
页数:22
相关论文
共 50 条
  • [31] Jacobi-like forms and power series bundles
    Lee, MH
    BULLETIN OF THE AUSTRALIAN MATHEMATICAL SOCIETY, 2002, 66 (02) : 301 - 311
  • [32] Parallel chaotic extrapolated Jacobi-like methods
    Fuster, R
    Migallon, V
    Penades, J
    LINEAR ALGEBRA AND ITS APPLICATIONS, 1996, 247 : 237 - 250
  • [33] NEW JACOBI-LIKE IDENTITIES FOR ZK PARAFERMION CHARACTERS
    ARGYRES, PC
    DIENES, KR
    TYE, SHH
    COMMUNICATIONS IN MATHEMATICAL PHYSICS, 1993, 154 (03) : 471 - 508
  • [34] Inverse eigenvalue problem of Hermitian generalized anti-hamiltonian matrices
    Zhongzhi Z.
    Changrong L.
    Applied Mathematics-A Journal of Chinese Universities, 2004, 19 (3) : 342 - 348
  • [35] INVERSE EIGENVALUE PROBLEM OF HERMITIAN GENERALIZED ANTI-HAMILTONIAN MATRICES
    Zhang Zhongzhi Liu ChangrongSchool of Math. Science
    Dept. of Math.
    AppliedMathematics:AJournalofChineseUniversities, 2004, (03) : 342 - 348
  • [36] Inverse eigenvalue problem for generalized periodic Jacobi matrices with linear relation
    College of Mathematics and Physics, Dalian Jiaotong University, Dalian, China
    Int. Symp. Intelligent Inf. Technol. Appl., IITA, 1600, (18-20):
  • [37] A Kind of Generalized Inverse Eigenvalue Problem of a Specially Structured Jacobi Matrix
    Huang, Xian-Tong
    ADVANCES IN MATRIX THEORY AND ITS APPLICATIONS, VOL 1: PROCEEDINGS OF THE EIGHTH INTERNATIONAL CONFERENCE ON MATRIX THEORY AND ITS APPLICATIONS, 2008, : 87 - 90
  • [38] Inverse Eigenvalue Problem for Generalized Periodic Jacobi Matrices With Linear Relation
    Li, Zhibin
    Zhao, Xinxin
    2009 THIRD INTERNATIONAL SYMPOSIUM ON INTELLIGENT INFORMATION TECHNOLOGY APPLICATION, VOL 1, PROCEEDINGS, 2009, : 18 - 20
  • [39] Inverse Eigenvalue Problem for principal square submatrix of Generalized Jacobi Matrices
    Li, Zhibin
    Tian, Mingxing
    ICMS2010: PROCEEDINGS OF THE THIRD INTERNATIONAL CONFERENCE ON MODELLING AND SIMULATION ICMS2010, VOL 5: APPLIED MATHEMATICS AND MATHEMATICAL MODELLING, 2010, : 441 - 445
  • [40] Inverse Eigenvalue Problem for Sub-periodic Generalized Jacobi Matrices
    Li, Zhibin
    Tian, Mingxing
    2010 SECOND ETP/IITA WORLD CONGRESS IN APPLIED COMPUTING, COMPUTER SCIENCE, AND COMPUTER ENGINEERING, 2010, : 294 - 297