کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4603108 1631173 2008 21 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Continuous methods for symmetric generalized eigenvalue problems
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
Continuous methods for symmetric generalized eigenvalue problems
چکیده انگلیسی

Generalized eigenvalue problems play a significant role in many applications. In this paper, continuous methods are presented to compute generalized eigenvalues and their corresponding eigenvectors for two real symmetric matrices. Our study only requires that the right-hand-side matrix is positive semi-definite. The main idea of our continuous methods is to convert the generalized eigenvalue problem into an optimization problem. Then a continuous method which includes both a merit function and an ordinary differential equation (ODE) is introduced for the resulting optimization problem. The strong convergence of the ODE solution is proved for any starting point. Both the generalized eigenvalues and their corresponding eigenvectors can be easily obtained under some mild conditions. Some numerical results are also presented.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Linear Algebra and its Applications - Volume 428, Issues 2–3, 15 January 2008, Pages 676-696