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Improving the numerical stability of the Sakurai-Sugiura method for quadratic eigenvalue problems
http://hdl.handle.net/2241/00151795
http://hdl.handle.net/2241/00151795d5ab28d9-cc15-4544-b08e-8960da6b75ca
名前 / ファイル | ライセンス | アクション |
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JSIAML_9-2017 (133.9 kB)
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Item type | Journal Article(1) | |||||
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公開日 | 2018-05-28 | |||||
タイトル | ||||||
タイトル | Improving the numerical stability of the Sakurai-Sugiura method for quadratic eigenvalue problems | |||||
言語 | ||||||
言語 | eng | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_6501 | |||||
タイプ | journal article | |||||
著者 |
Chen, Hongjia
× Chen, Hongjia× Maeda, Yasuyuki× Imakura, Akira× Sakurai, Tetsuya× Tisseur, Francoise |
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著者別名 |
今倉, 暁
× 今倉, 暁× 櫻井, 鉄也 |
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抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | The Sakurai-Sugiura method with Rayleigh-Ritz projection (SS-RR method) finds the eigenvalues in a certain domain of the complex plane of large quadratic eigenvalue problems (QEPs). The SS-RR method can suffer from numerical instability when the coefficient matrices of the projected QEP vary widely in norm. To improve the numerical stability of the SS-RR method, we combine it with a numerically stable eigensolver for the small projected QEP. We analyze the backward stability of the proposed method and show, through numerical experiments, that it computes eigenpairs with backward errors that are smaller than those computed by the SS-RR method. | |||||
書誌情報 |
JSIAM Letters 巻 9, 号 2017, p. 17-20, 発行日 2017-02 |
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ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 1883-0609 | |||||
DOI | ||||||
識別子タイプ | DOI | |||||
関連識別子 | 10.14495/jsiaml.9.17 | |||||
権利 | ||||||
権利情報 | © 2017 Japan Society for Industrial and Applied Mathematics | |||||
著者版フラグ | ||||||
値 | publisher | |||||
出版者 | ||||||
出版者 | The Japan Society for Industrial and Applied Mathematics |