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

页码：37 / 61

页数：25

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