Computation of eigenvalues and solutions of regular Sturm–Liouville problems using Haar wavelets

The paper presents a novel method for the computation of eigenvalues and solutions of Sturm–Liouville eigenvalue problems (SLEPs) using truncated Haar wavelet series. This is an extension of the technique proposed by Hsiao to solve discretized version of variational problems via Haar wavelets. The proposed method aims to cover a wider class of problems, by applying it to historically important and a very useful class of boundary value problems, thereby enhancing its applicability. To demonstrate the effectiveness and efficiency of the method various celebrated Sturm–Liouville problems are analyzed for their eigenvalues and solutions. Also, eigensystems are investigated for their asymptotic and oscillatory behavior. The proposed scheme, unlike the conventional numerical schemes, such as Rayleigh quotient and Rayleigh–Ritz approximation, gives eigenpairs simultaneously and provides upper and lower estimates of the smallest eigenvalue, and it is found to have quadratic convergence with increase in resolution.     

A homotopy algorithm for a symmetric generalized eigenproblem

In this paper, a homotopy algorithm for finding all eigenpairs of a real symmetric matrix pencil (A, B) is presented, whereA andB are realn×n symmetric matrices andB is a positive semidefinite matrix. In the algorithm, pencil (A, B) is first reduced to a pencil , where is a symmetric tridiagonal matrix and is a positive definite and diagonal matrix. Then, the Divide and Conquer strategy with homotopy continuation approach is used to find all eigenpairs of pencil . One can easily form the eigenpair (x,) of pencil (A, B) from the eigenpair (y, ) of pencil with a few computations. Numerical comparisons of our algorithm with the QZ algorithm in the widely used EISPACK library are presented. Numerical results show that our algorithm is strongly competitive in terms of speed, accuracy and orthogonality. The performance of the parallel version of our algorithm is also presented.Research supported in part by NSF under Grant CCR-9024840.