Numerical resolution of cone-constrained eigenvalue problems

被引：0
|
作者：
Da Costa, A. Pinto [1 ,2 ]
Seeger, Alberto [3 ]
机构：
[1] Univ Tecn Lisbon, Inst Super Tecn, Dept Engn Civil & Arquitectura, P-1049001 Lisbon, Portugal
[2] ICIST, P-1049001 Lisbon, Portugal
[3] Univ Avignon, Dept Math, F-84000 Avignon, France
来源：
COMPUTATIONAL & APPLIED MATHEMATICS | 2009年 / 28卷 / 01期
关键词：
complementarity condition; generalized eigenvalue problem; power iteration method; scaling and projection algorithm; COMPLEMENTARITY-PROBLEM; SYSTEMS;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Given a convex cone K and matrices A and B, one wishes to find a scalar lambda and a nonzero vector x satisfying the complementarity system K (sic) x perpendicular to (Ax - lambda Bx) is an element of K+. This problem arises in mechanics and in other areas of applied mathematics. Two numerical techniques for solving such kind of cone-constrained eigenvalue problem are discussed, namely, the Power Iteration Method and the Scaling and Projection Algorithm.
引用
收藏
页码：37 / 61
页数：25
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