SciELO - Scientific Electronic Library Online

 
vol.28 issue1An inexact interior point proximal method for the variational inequality problemUnitary invariant and residual independent matrix distributions author indexsubject indexarticles search
Home Pagealphabetic serial listing  

Computational & Applied Mathematics

On-line version ISSN 1807-0302

Abstract

PINTO DA COSTA, A.  and  SEEGER, Alberto. Numerical resolution of cone-constrained eigenvalue problems. Comput. Appl. Math. [online]. 2009, vol.28, n.1, pp. 37-61. ISSN 1807-0302.  http://dx.doi.org/10.1590/S0101-82052009000100003.

Given a convex cone K and matrices A and B, one wishes to find a scalar λ and a nonzero vector x satisfying the complementarity system Kx ⊥(AxBx) ∈ 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.

Keywords : complementarity condition; generalized eigenvalue problem; power iteration method; scaling; projection algorithm.

        · text in English     · pdf in English