Trace inverse algorithms for the general eigenvalue problem

Mohammed A. Hasan, Ali A. Hasan

Research output: Contribution to journalConference articlepeer-review

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 this 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 eigenvalue problem. Using this approach a sample of extremum eigenvalue 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.

Original languageEnglish (US)
Pages (from-to)2111-2116
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
Volume2
StatePublished - 2002
Event41st IEEE Conference on Decision and Control - Las Vegas, NV, United States
Duration: Dec 10 2002Dec 13 2002

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