Skip to main content
Log in

Numerical solution of eigentuple-eigenvector problems in Hilbert spaces by a gradient method

  • Published:
Numerische Mathematik Aims and scope Submit manuscript

Summary

A gradient technique previously developed for computing the eigenvalues and eigenvectors of the general eigenproblemAxBx is generalized to the eigentuple-eigenvector problem\(Ax = \sum\limits_{i = 1}^p {\lambda _i B_i x} \). Among the applications of the latter are (1) the determination of complex (λ,x) forAxBx using only real arithmetic, (2) a 2-parameter Sturm-Liouville equation and (3) λ-matrices. The use of complex arithmetic in the gradient method is also discussed. Computational results are presented.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Blum, E.K., Rodrigue, G.H.: Solutions of eigenvalue problems in Hilbert spaces by a gradient method. J. Comput. System Sci.2, 220–237 (1974)

    Google Scholar 

  2. Collatz, L.: Multiparametric eigenvalue problems in inner-product spaces. J. Comput. System Sci.2, 333–341 (1968)

    Google Scholar 

  3. Blum, E.K.: Numerical analysis and computation: Theory and practice. Reading, Mass.: Addison-Wesley 1972

    Google Scholar 

  4. Hadeler, K.P.: Mehrparametrige und Nichtlineare Eigenwertaufgaben. Arch. Rational Mech. Anal.4, 306–328 (1967)

    Google Scholar 

  5. Abramovitz, M., Stegun, I.A., (ed.): Handbook of mathematical functions. National Bureau of Standards, Applied Math. Series No. 55. Washington, D.C.: Government Printing Office

  6. Whittaker, E.T., Watson, G.N.: A course of modern analysis. New York: MacMillan 1943

    Google Scholar 

  7. Fraser, R.A., Duncan, W.J., Collar, A.R.: Elementary matrices. Cambridge: University Press 1957

    Google Scholar 

  8. McCormick, S.F.: A general approach to one-step iterative methods with applications to eigenvalue problems. J. Comput. System Sci.6, 354–372 (1972)

    Google Scholar 

  9. McCormick, S.F.: An outline of the rectangular eigenvalue problemAxBx: Theory, iterative solution and deflation. Personal communication

  10. McCormick, S.F.: The sparse matrix eigenproblem. Colorado State U. Math. Dept. Report, Dec. 1974

  11. Moler, C.B., Stewart, G.W.: An algorithm for generalized matrix eigenvalue problems. SIAM J. Numer. Anal.10, 241–256 (1973)

    Google Scholar 

  12. Gregory, R.T., Karney, D.L.: A collection of matrices for testing computational algorithms. Wiley 1969

  13. Peters, G., Wilkinson, J.H.:AxBx and the generalized eigenproblem. SIAM J. Numer. Anal.7, 479–492 (1970)

    Google Scholar 

  14. Blum, E.K.: Solution of λ-matrix problems by a multiparameter gradient method. U.S.C. Math. Dept. Report, June 1975

  15. Lancaster, P.: Lambda-matrices and vibrating systems. Pergamon Press 1966

  16. Blum, E.K., Chang, A.: Personal communication

  17. Geltner, P.: Complex solution ofAxBx. USC Report, July 1975

  18. Golub, G.: Personal communication

  19. Fox, L., Hayes, L., Mayers, D.F.: The double eigenvalue problem. In: Topics in numerical analysis. Proc. Royal Irish Academy Conference on Numerical Analysis, 1972 (J. Miller, ed.). New York-London: Academic Press 1973

    Google Scholar 

  20. Sleeman, B.D.: The two parameter Sturm-Liouville problem for ordinary differential equations. Proc. Roy. Soc. Edinburgh10, 139–148 (1971)

    Google Scholar 

  21. Blum, E.K., Curtis, A.R.: A convergent gradient method for matrix eigenvector-eigentuple problems. Numer. Math.31, 247–263 (1978)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

This research was partially supported by NSF Grants MPS74-13332 and MCS76-09172

Rights and permissions

Reprints and permissions

About this article

Cite this article

Blum, E.K., Geltner, P.B. Numerical solution of eigentuple-eigenvector problems in Hilbert spaces by a gradient method. Numer. Math. 31, 231–246 (1978). https://doi.org/10.1007/BF01397877

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01397877

Subject Classifications

Navigation