JSIAM Letters
Online ISSN : 1883-0617
Print ISSN : 1883-0609
Articles
Improving the numerical stability of the Sakurai-Sugiura method for quadratic eigenvalue problems
Hongjia ChenYasuyuki MaedaAkira ImakuraTetsuya SakuraiFrancoise Tisseur
Author information
JOURNALS FREE ACCESS

2017 Volume 9 Pages 17-20

Details
Abstract

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.

Information related to the author
© 2017, The Japan Society for Industrial and Applied Mathematics
Previous article Next article
feedback
Top