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The palindromic generalized eigenvalue problem : Numerical solution and applications

✍ Scribed by Tiexiang Li; Chun-Yueh Chiang; Eric King-wah Chu; Wen-Wei Lin

Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
266 KB
Volume
434
Category
Article
ISSN
0024-3795

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✦ Synopsis

In this paper, we propose the palindromic doubling algorithm (PDA) for the palindromic generalized eigenvalue problem (PGEP)

A * x = Ξ»Ax. We establish a complete convergence theory of the PDA for PGEPs without unimodular eigenvalues, or with unimodular eigenvalues of partial multiplicities two (one or two for eigenvalue 1). Some important applications from the vibration analysis and the optimal control for singular descriptor linear systems will be presented to illustrate the feasibility and efficiency of the PDA.

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