Solving singular generalized eigenvalue problems by a rank-completing perturbation

dc.contributor.authorHochstenbach, Michiel
dc.contributor.authorMehl, Christian
dc.contributor.authorPlestenjak, Bor
dc.date.accessioned2021-12-17T10:15:39Z
dc.date.available2021-12-17T10:15:39Z
dc.date.issued2018-05-22
dc.description.abstractGeneralized 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.issn2197-8085
dc.identifier.urihttps://depositonce.tu-berlin.de/handle/11303/15909
dc.identifier.urihttp://dx.doi.org/10.14279/depositonce-14682
dc.language.isoenen
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subject.ddc510 Mathematiken
dc.subject.othersingular pencilen
dc.subject.othersingular generalized eigenvalue problemen
dc.subject.otherrank-completing perturbationen
dc.subject.otherGuptrien
dc.subject.othermodel updatingen
dc.subject.otherdouble eigenvaluesen
dc.subject.othertwo-parameter eigenvalue problemen
dc.subject.otherdifferential algebraic equationsen
dc.subject.otherquadratic two-parameter eigenvalue problemen
dc.titleSolving singular generalized eigenvalue problems by a rank-completing perturbationen
dc.typeResearch Paperen
dc.type.versionsubmittedVersionen
tub.accessrights.dnbfreeen
tub.affiliationFak. 2 Mathematik und Naturwissenschaften>Inst. Mathematikde
tub.affiliation.facultyFak. 2 Mathematik und Naturwissenschaftende
tub.affiliation.instituteInst. Mathematikde
tub.publisher.universityorinstitutionTechnische Universität Berlinen
tub.series.issuenumber2018, 03en
tub.series.namePreprint-Reihe des Instituts für Mathematik, Technische Universität Berlinen
tub.subject.msc200015A18 Eigenvalues, singular values, and eigenvectorsen
tub.subject.msc200065F15 Eigenvalues, eigenvectorsen
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