dc.contributor.author | Guo, Chun-Hua | |

dc.contributor.author | Lin, Wen-Wei | |

dc.date.accessioned | 2014-04-27T23:16:01Z | |

dc.date.available | 2014-04-27T23:16:01Z | |

dc.date.issued | 2010 | |

dc.identifier.citation | SIAM J. Matrix Anal. Appl. | en_US |

dc.identifier.uri | http://hdl.handle.net/10294/5264 | |

dc.description.abstract | In studying the vibration of fast trains, we encounter a palindromic quadratic eigenvalue problem (QEP) $(\lambda^2 A^T + \lambda Q + A)z = 0$, where $A, Q \in \mathbb{C}^{n \times n}$ and $Q^T = Q$. Moreover, the matrix $Q$ is block tridiagonal and block Toeplitz,
and the matrix $A$ has only one nonzero block in the upper-right corner. So most of the
eigenvalues of the QEP are zero or infinity. In a linearization approach, one typically starts with
deflating these known eigenvalues, for the sake of efficiency. However, this initial deflation process involves the inverses
of two potentially ill-conditioned matrices. As a result, large error might be introduced into the data for the
reduced problem. In this paper we propose using the solvent approach
directly on the original QEP, without any deflation process. We apply a structure-preserving doubling
algorithm to compute the stabilizing solution of the matrix equation
$X+A^TX^{-1}A=Q$, whose existence is guaranteed by a result on the Wiener--Hopf factorization of
rational matrix functions associated with semi-infinite block Toeplitz matrices and a generalization of Bendixson's
theorem to bounded linear operators on Hilbert spaces. The doubling algorithm is shown to
be well defined and quadratically convergent. The complexity of the doubling algorithm is
drastically reduced by using the Sherman--Morrison--Woodbury formula and the special structures
of the problem. Once the stabilizing solution is obtained, all nonzero finite eigenvalues
of the QEP can be found efficiently and with the automatic reciprocal relationship, while
the known eigenvalues at zero or infinity remain intact. | en_US |

dc.description.sponsorship | NSERC, NSC (Taiwan), NCTS (Taiwan) | en_US |

dc.language.iso | en | en_US |

dc.publisher | SIAM | en_US |

dc.title | Solving a structured quadratic eigenvalue problem by a structure-preserving doubling algorithm | en_US |

dc.type | Article | en_US |

dc.description.authorstatus | Faculty | en_US |

dc.description.peerreview | yes | en_US |