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
Link To Document :
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