We present in this paper a new method for solving polynomial eigenvalue problem. We give methods that decompose a skew-Hamiltonian matrix using Cholesky like-decomposition. We transform first the polynomial eigenvalue...We present in this paper a new method for solving polynomial eigenvalue problem. We give methods that decompose a skew-Hamiltonian matrix using Cholesky like-decomposition. We transform first the polynomial eigenvalue problem to an equivalent skew-Hamiltonian/Hamiltonian pencil. This process is known as linearization. Decomposition of the skew-Hamiltonian matrix is the fundamental step to convert a structured polynomial eigenvalue problem into a standard Hamiltonian eigenproblem. Numerical examples are given.展开更多
文摘We present in this paper a new method for solving polynomial eigenvalue problem. We give methods that decompose a skew-Hamiltonian matrix using Cholesky like-decomposition. We transform first the polynomial eigenvalue problem to an equivalent skew-Hamiltonian/Hamiltonian pencil. This process is known as linearization. Decomposition of the skew-Hamiltonian matrix is the fundamental step to convert a structured polynomial eigenvalue problem into a standard Hamiltonian eigenproblem. Numerical examples are given.
