Title of article :
The spectrum of a modified linear pencil
Author/Authors :
S. Elhay، نويسنده , , and G. H. Golub، نويسنده , , Y. M. Ram، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2003
Abstract :
Suppose the spectrum of a symmetric definite linear pencil is known. This paper addresses the question of what can be said about the spectrum when scalar multiples of a rank-one update are added to each matrix in the pencil.
The secular equation for this problem is derived, and from it, a certain separation property is found which gives insight into the connection between the eigenvalues before and after modification.
In the context of structural dynamics, the result characterises the behaviour of a finite-dimensional vibrating system undergoing mass and stiffness modifications.
The result also leads to applications such as a divide and conquer algorithm for the eigenvalues of the modified system (so-called matrix tearing) and spectral shifting. An illustrative example is also given.
Keywords :
Modified vibrating system , Divide and conquer , Matrix tearing , generalized eigenvalue problem , Secular equation , Interlacing eigenvalues
Journal title :
Computers and Mathematics with Applications
Journal title :
Computers and Mathematics with Applications