Solving singular generalized eigenvalue problems by a rank-completing perturbation
| dc.contributor.author | Hochstenbach, Michiel | |
| dc.contributor.author | Mehl, Christian | |
| dc.contributor.author | Plestenjak, Bor | |
| dc.date.accessioned | 2021-12-17T10:15:39Z | |
| dc.date.available | 2021-12-17T10:15:39Z | |
| dc.date.issued | 2018-05-22 | |
| dc.description.abstract | Generalized eigenvalue problems involving a singular pencil are very challenging to solve, both with respect to accuracy and efficiency. The existing package Guptri is very elegant but may sometimes be time-demanding, even for small and medium-sized matrices. We propose a simple method to compute the eigenvalues of singular pencils, based on one perturbation of the original problem of a certain specific rank. For many problems, the method is both fast and robust. This approach may be seen as a welcome alternative to staircase methods. | en |
| dc.identifier.issn | 2197-8085 | |
| dc.identifier.uri | https://depositonce.tu-berlin.de/handle/11303/15909 | |
| dc.identifier.uri | http://dx.doi.org/10.14279/depositonce-14682 | |
| dc.language.iso | en | en |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | en |
| dc.subject.ddc | 510 Mathematik | en |
| dc.subject.other | singular pencil | en |
| dc.subject.other | singular generalized eigenvalue problem | en |
| dc.subject.other | rank-completing perturbation | en |
| dc.subject.other | Guptri | en |
| dc.subject.other | model updating | en |
| dc.subject.other | double eigenvalues | en |
| dc.subject.other | two-parameter eigenvalue problem | en |
| dc.subject.other | differential algebraic equations | en |
| dc.subject.other | quadratic two-parameter eigenvalue problem | en |
| dc.title | Solving singular generalized eigenvalue problems by a rank-completing perturbation | en |
| dc.type | Research Paper | en |
| dc.type.version | submittedVersion | en |
| tub.accessrights.dnb | free | en |
| tub.affiliation | Fak. 2 Mathematik und Naturwissenschaften::Inst. Mathematik | de |
| tub.affiliation.faculty | Fak. 2 Mathematik und Naturwissenschaften | de |
| tub.affiliation.institute | Inst. Mathematik | de |
| tub.publisher.universityorinstitution | Technische Universität Berlin | en |
| tub.series.issuenumber | 2018, 03 | en |
| tub.series.name | Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin | en |
| tub.subject.msc2000 | 15A18 Eigenvalues, singular values, and eigenvectors | en |
| tub.subject.msc2000 | 65F15 Eigenvalues, eigenvectors | en |
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