The palindromic generalized eigenvalue problem A*x = lambda Ax: Numerical solution and applications

Tiexiang Li, Chun-Yueh Chiang, King-Wah Chu, Wen-wei Lin

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9 Citations (Scopus)


In this paper, we propose the palindromic doubling algorithm (PDA) for the palindromic generalized eigenvalue problem (PGEP) A*x = lambda Ax. We establish a complete convergence theory of the PDA for PGEPs without unimodular eigenvalues, or with unimodular eigenvalues of partial multiplicities two (one or two for eigenvalue 1). Some important applications from the vibration analysis and the optimal control for singular descriptor linear systems will be presented to illustrate the feasibility and efficiency of the PDA.
Original languageEnglish
Pages (from-to)2269 - 2284
Number of pages16
JournalLinear Algebra and Its Applications
Issue number11
Publication statusPublished - 2011

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