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Electronic transactions on numerical analysis ETNA
A procedure for counting the number of eigenvalues of a matrix in a region surrounded by a closed curve is presented. It is based on the application of the residual theorem. The quadrature is performed by evaluating the principal argument of the logarithm of a function. A strategy is proposed for selecting a path length that insures that the same branch of the logarithm is followed during the integration. Numerical tests are reported for matrices obtained from conventional matrix test sets.
2014
A procedure for counting the number of eigenvalues of a matrix in a region surrounded by a closed curve is presented. It is based on the application of the residual theorem. The quadrature is performed by evaluating the principal argument of the logarithm of a function. A strategy is proposed for selecting a path length that insures that the same branch of the logarithm is followed during the integration. Numerical tests are reported for matrices obtained from conventional matrix test sets.
2011
This paper sketches the research developments in the area of computational methods for solving the eigenvalue problems and how the methods developed relate to each other as they evolve over centuries. This is an attempt to write a complete overview on the research on computational aspects of eigenvalue problem, emphasize the history of methods that still play a role and some of those that no longer are considered to be on the main track but are somehow related to the present techniques in some smaller steps. This contribution brings out the state-of-the-art of the algorithms for solving large-scale eigenvalue problems for both symmetric and nonsymmetric matrices separately, thereby clearly drawing a comparison between the differences in the algorithms in practical use for the two. Some of the methods or modifications to the earlier methods that have been notable at the turn of the 21st century will also be covered through this paper under "Modem Approaches". Also as the st...
Determining eigenvectors and eigenvalues through computational methods is an often met need in many types of analysis. First, the power method for eigenanalysis, its strengths and weaknesses, and its mathematical underpinnings are examined. This is then followed by studying other methods that improve on some deficiencies of the power method. An automated comparison with MATLAB is done to observe and compare the power method and Rayleigh quotient in terms of intermediate errors and speed of convergence.
The use of pseudospectra is widespread in various applications, e.g. control theory, acoustics, vibrating systems. Through pseudospectra we can gain insight into the sensitivity of the eigenvalues of a matrix to perturbations that is convenient for robust control. We have implemented in Matlab a method to visualize ε-pseudospectra for n×n polynomial matrix of degree greater than 2. We compute pseudospectrum for each point of the complex plane using transfer function approach. Although it might seem to be time consuming, we have testified that other methods as for instance curve tracing algorithm don't give good results. They show problems with convergence. We have also tested straighforward computing after the definition which was more time consuming than the transfer function approach. To visualize pseudospectra we used above all functions contour and contourf.
International Journal of Solids and Structures, 2003
This paper presents numerical methods of counting the number of eigenvalues for non-proportionally damped system in some interested regions on the complex plane. Most of the eigenvalue analysis methods for proportionally damped systems use the well-known Sturm sequence property to check the missed eigenvalues when only a set of the lowest modes is used. However, in the case of the non-proportionally damped systems such as the soil-structure interaction system, the structural control system and composite structures, no counterpart of the Sturm sequence property for undamped systems has been established yet. In this study, a numerical method based on argument principle is explained with emphasis on the discretization of the contour and a new method based on GleyseÕs theorem is proposed. To verify the applicability of the methods, two numerical examples are considered.
Applied Numerical Mathematics, 2008
In this paper we consider a general sequence of orthogonal Laurent polynomials on the unit circle and we first study the equivalences between recurrences for such families and Szegő's recursion and the structure of the matrix representation for the multiplication operator in Λ when a general sequence of orthogonal Laurent polynomials on the unit circle is considered. Secondly, we analyze the computation of the nodes of the Szegő quadrature formulas by using Hessenberg and five-diagonal matrices. Numerical examples concerning the family of Rogers-Szegő q-polynomials are also analyzed.
Abstract: A Monte Carlo algorithm for studying the distribution of eigenvalues of quadratic random matrices with arbitrary continuous joint probability density function of its entries is presented. The algorithm requires only a uniform random number generator. Superior effectiveness and efficiency of the presented algorithm for counting the eigenvalues of random matrices in small intervals is proved.
Annales Henri Lebesgue, 2020
A quadrature rule of a measure µ on the real line represents a conic combination of finitely many evaluations at points, called nodes, that agrees with integration against µ for all polynomials up to some fixed degree. In this paper, we present a bivariate polynomial whose roots parametrize the nodes of minimal quadrature rules for measures on the real line. We give two symmetric determinantal formulas for this polynomial, which translate the problem of finding the nodes to solving a generalized eigenvalue problem.
Journal of Guidance, Control, and Dynamics, 1997
AAS member.
Electronic Journal of Linear Algebra, 2006
In this paper, regions containing eigenvalues of a matrix are obtained in terms of partial absolute deleted row sums and column sums. Furthermore, some sufficient and necessary conditions for H-matrices are derived. Finally, an upper bound for the Perron root of nonnegative matrices is presented. The comparison of the new upper bound with the known ones is supplemented with some examples.
The main objective of this paper is to study the sensitivity of eigenvalues in their computational domain under perturbations, and to provide a solid intuition with some numerical example as well as to represent them in graphically. The sensitivity of eigenvalues, estimated by the condition number of the matrix of eigenvectors has been discussed with some numerical example. Here, we have also demonstrated, other approaches imposing some structures on the complex eigenvalues, how this structure affects the perturbed eigenvalues as well as what kind of paths do they follow in the complex plane.
2020
A quadrature rule of a measure µ on the real line represents a conic combination of finitely many evaluations at points, called nodes, that agrees with integration against µ for all polynomials up to some fixed degree. In this paper, we present a bivariate polynomial whose roots parametrize the nodes of minimal quadrature rules for measures on the real line. We give two symmetric determinantal formulas for this polynomial, which translate the problem of finding the nodes to solving a generalized eigenvalue problem.
Symmetry
A method for the computation of the n th roots of a general complex-valued r × r non-singular matrix ? is presented. The proposed procedure is based on the Dunford–Taylor integral (also ascribed to Riesz–Fantappiè) and relies, only, on the knowledge of the invariants of the matrix, so circumventing the computation of the relevant eigenvalues. Several worked examples are illustrated to validate the developed algorithm in the case of higher order matrices.
Journal of Applied Mathematics and Physics
In computing the desired complex eigenpair of a matrix, we show that by adding Ruhe's normalization to the matrix pencil, we obtain a square nonlinear system of equations. In this work, we show that the corresponding Jacobian is non-singular at the root and that with an appropriately chosen initial guesses, Ruhe's normalization with a fixed complex vector not only converges quadratically but also faster than the earlier Algorithms for the numerical computation of the complex eigenpair of a matrix. The mathematical tools used in this work are Newton and Gauss-Newton's methods.
Journal of Computational and Applied Mathematics, 2003
We consider the quadrature method developed by Kravanja et al. (BIT 39 (4) (1999) 646) for computing all the zeros of an analytic function that lie inside the unit circle. A new perturbation result for generalized eigenvalue problems allows us to obtain a detailed upper bound for the error between the zeros and their approximations. To the best of our knowledge, it is the ÿrst time that such an error estimate is presented for any quadrature method for computing zeros of analytic functions. Numerical experiments illustrate our results.
Applied Mathematics and Computation, 2005
In this study, the collocation method of the weight residual methods are investigated for the approximate computation of higher Sturm-Liouville eigenvalues, where trial solution is accepted as the Chebyshev series. The obtained approximate eigenvalues are compared with the previous computational results [ANZIAM
Numerical Linear Algebra with Applications, 2016
Estimating the number of eigenvalues located in a given interval of a large sparse Hermitian matrix is an important problem in certain applications and it is a prerequisite of eigensolvers based on a divide-and-conquer paradigm. Often an exact count is not necessary and methods based on stochastic estimates can be utilized to yield rough approximations. This paper examines a number of techniques tailored to this specific task. It reviews standard approaches and explores new ones based on polynomial and rational approximation filtering combined with a stochastic procedure.
We consider the quadrature method developed by Kravanja, Sakurai and Van Barel (BIT 39 (1999), nr. 4, 646-682) for computing all the zeros of an analytic function that lie inside the unit circle. A new perturbation result for generalized eigenvalue problems allows us to obtain a detailed upper bound for the error between the zeros and their approximations. To the best of our knowledge, it is the first time that such an error estimate is presented for any quadrature method for computing zeros of analytic functions. Numerical experiments illustrate our results.
IEEE Transactions on Magnetics, 2009
Infinite series involving associated Legendre functions of general degree and order are used to describe the scalar potential in the vicinity of a cubic corner. The method of analysis closely follows methods used to describe the magnetic field in the gap of a ring head for magnetic recording and the degree of the Legendre functions can be approximated when the determinant of the derived matrix vanishes. We solve with both Dirichlet and Neumann boundary conditions, but study symmetric and antisymmetric solutions separately. Other geometries considered are the two-dimensional straight edge and the quarter-plane. We also discuss the degeneracy of higher order eigenvalues.
Applied Mathematics and Computation, 2010
In this paper, we investigate condition numbers of eigenvalue problems of matrix polynomials with nonsingular leading coefficients, generalizing classical results of matrix perturbation theory. We provide a relation between the condition numbers of eigenvalues and the pseudospectral growth rate. We obtain that if a simple eigenvalue of a matrix polynomial is ill-conditioned in some respects, then it is close to be multiple, and we construct an upper bound for this distance (measured in the euclidean norm). We also derive a new expression for the condition number of a simple eigenvalue, which does not involve eigenvectors. Moreover, an Elsner-like perturbation bound for matrix polynomials is presented. j o u r n a l h o m e p a g e : w w w . e l s e v i e r . c o m / l o c a t e / a m c
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