Generating equations approach for quadratic matrix equations

We show how Van Loan's method for annulling the (2,1) block of skew‐Hamiltonian matrices by symplectic‐orthogonal similarity transformation generalizes to general matrices and provides a numerical algorithm for solving the general quadratic matrix equation: For skew‐Hamiltonian matrices we find their canonical form under a similarity transformation and find the class of all symplectic‐orthogonal similarity transformations for annulling the (2,1) block and simultaneously bringing the (1,1) block to Hessenberg form. We present a structure‐preserving algorithm for the solution of continuous‐time algebraic Riccati equation. Unlike other methods in the literature, the final transformed Hamiltonian matrix is not in Hamiltonian–Schur form. Three applications are presented: (a) for a special system of partial differential equations of second order for a single unknown function, we obtain the matrix of partial derivatives of second order of the unknown function by only algebraic operations and differentiation of functions; (b) for a similar transformation of a complex matrix into a symmetric (and three‐diagonal) one by applying only finite algebraic transformations; and (c) for finite‐step reduction of the eigenvalues–eigenvectors problem of a Hermitian matrix to the eigenvalues– eigenvectors problem of a real symmetric matrix of the same dimension. Copyright © 1999 John Wiley & Sons, Ltd.     

非线性特征值问题平移幂法的不动点分析

平移对称高阶幂法在求解源自玻色-爱因斯坦凝聚态的非线性特征值问题方面,不仅具有较高的计算效率,而且具有点列收敛性.针对此算法进行不动点分析,区分了使用平移对称高阶幂法可以求得的特征对类型.     

计算张量特征对的瑞利商迭代法

In this paper,we propose a Rayleigh quotient iteration method (RQI)to calculate the Z-eigenpairs of the symmetric tensor,which can be viewed as a generalization of shifted symmetric higher-order power method (SS-HOPM).The convergence analysis and the fixed-point analysis of this algorithm are given.Nu-merical examples show that RQI needs fewer iterations than SS-HOPM while keep the amount of computation per iteration.     

实二次多项式正定性的判定

讨论n元实二次多项式f(x1,x2,…,xn)=(1 xT)A1x(x=(x1,…,xn)T)正定性的判定方法.     

Relative oscillation theory for linear Hamiltonian systems with nonlinear dependence on the spectral parameter

In this paper, we consider two linear Hamiltonian differential systems that depend in general nonlinearly on the spectral parameter λ and with Dirichlet boundary conditions. For the Hamiltonian problems, we do not assume any controllability and strict normality assumptions and also omit the classical Legendre condition for their Hamiltonians. The main result of the paper, the relative oscillation theorem, relates the difference of the numbers of finite eigenvalues of the two problems in the intervals $(-\infty ,\beta ]$ and $(-\infty ,\alpha ]$, respectively, with the so-called oscillation numbers associated with the Wronskian of the principal solutions of the systems evaluated for $\lambda =\alpha$ and $\lambda =\beta$. As a corollary to the main result, we prove the renormalized oscillation theorems presenting the number of finite eigenvalues of one single problem in $(\alpha ,\beta ]$. The consideration is based on the comparative index theory applied to the continuous case.