On Sylvester's law of inertia for nonlinear eigenvalue problems : dedicated to Lothar Reichel on the occasion of his 60th birthday

Publikationstyp
Journal Article
Date Issued
2013
Sprache
English
Author(s)
Kostić, Aleksandra  
Voß, Heinrich 
Institut
Mathematik E-10  
TORE-URI
http://hdl.handle.net/11420/7506
Journal
Electronic transactions on numerical analysis  
Volume
40
Start Page
82
End Page
93
Citation
Electronic Transactions on Numerical Analysis (40): 82-93 (2013)
Publisher Link
http://elibm.org/article/10006309
Scopus ID
2-s2.0-84898893777
Publisher
Kent State Univ.
For Hermitian matrices and generalized definite eigenproblems, the LDLH factorization provides an easy tool to slice the spectrum into two disjoint intervals. In this note we generalize this method to nonlinear eigenvalue problems allowing for a minmax characterization of (some of) their real eigenvalues. In particular we apply this approach to several classes of quadratic pencils.
Subjects
Eigenvalue
Minmax principle
Sylvester's law of inertia
Variational characterization
DDC Class
510: Mathematik