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An unconstrained optimization approach for finding real eigenvalues of even order symmetric tensors

Numerical Analysis 2016-01-15 v5

Abstract

Let nn be a positive integer and mm be a positive even integer. Let A{\mathcal A} be an mthm^{th} order nn-dimensional real weakly symmetric tensor and B{\mathcal B} be a real weakly symmetric positive definite tensor of the same size. λR\lambda \in R is called a Br{\mathcal B}_r-eigenvalue of A{\mathcal A} if Axm1=λBxm1{\mathcal A} x^{m-1} = \lambda {\mathcal B} x^{m-1} for some xRn\{0}x \in R^n \backslash \{0\}. In this paper, we introduce two unconstrained optimization problems and obtain some variational characterizations for the minimum and maximum Br{\mathcal B}_r--eigenvalues of A{\mathcal A}. Our results extend Auchmuty's unconstrained variational principles for eigenvalues of real symmetric matrices. This unconstrained optimization approach can be used to find a Z-, H-, or D-eigenvalue of an even order weakly symmetric tensor. We provide some numerical results to illustrate the effectiveness of this approach for finding a Z-eigenvalue and for determining the positive semidefiniteness of an even order symmetric tensor.

Keywords

Cite

@article{arxiv.1203.5150,
  title  = {An unconstrained optimization approach for finding real eigenvalues of even order symmetric tensors},
  author = {Lixing Han},
  journal= {arXiv preprint arXiv:1203.5150},
  year   = {2016}
}

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24 pages