Related papers: A generalized inverse eigenvalue problem and $m$-f…
In this note we compute the functional derivative of the induced charge density, on a thin conductor, consisting of the union of g+1 disjoint intervals, $J:=\cup_{j=1}^{g+1}(a_j,b_j),$ with respect to an external potential. In the context…
In this paper we study para-Hermitian rational matrices and the associated structured rational eigenvalue problem (REP). Para-Hermitian rational matrices are square rational matrices that are Hermitian for all $z$ on the unit circle that…
In Parts I and II of this series of papers, three new methods for the computation of eigenvalues of singular pencils were developed: rank-completing perturbations, rank-projections, and augmentation. It was observed that a straightforward…
This paper proposes an efficient method for computing selected generalized eigenpairs of a sparse Hermitian definite matrix pencil $(A,B)$. Based on Zolotarev's best rational function approximations of the signum function and conformal…
We propose a rational QZ method for the solution of the dense, unsymmetric generalized eigenvalue problem. This generalization of the classical QZ method operates implicitly on a Hessenberg, Hessenberg pencil instead of on a Hessenberg,…
This paper presents a method for computing eigenvalues and eigenvectors for some types of nonlinear eigenvalue problems. The main idea is to approximate the functions involved in the eigenvalue problem by rational functions and then apply a…
We analyze when an arbitrary matrix pencil is equivalent to a dissipative Hamiltonian pencil and show that this heavily restricts the spectral properties. In order to relax the spectral properties, we introduce matrix pencils with…
Pencils of Hankel matrices whose elements have a joint Gaussian distribution with nonzero mean and not identical covariance are considered. An approximation to the distribution of the squared modulus of their determinant is computed which…
Consider $n$ linearly independent vectors in $\mathbb{C}^n$ which form columns of a matrix $A$. The recursive evaluation of eigen directions (normalized eigenvectors) of $A$ is the solution of an eigenvalue problem of the form…
The numerical solution of the generalized eigenvalue problem for a singular matrix pencil is challenging due to the discontinuity of its eigenvalues. Classically, such problems are addressed by first extracting the regular part through the…
Let, J, be an m-by-m-signature matrix and let D be the open unit disk in the complex plane. Denote by P{J,0}(D) the class of all meromorphic m-by-m-matrix-valued functions, f, in D which are holomorphic at 0 and take J-contractive values at…
It is well known that the generalized (or quotient) singular values of a matrix pair $(A, C)$ can be obtained from the generalized eigenvalues of a matrix pencil consisting of two augmented matrices. The downside of this reformulation is…
Let $M$ be a square matrix and let $p(t)$ be a monic polynomial of degree $n$. Let $Z$ be a set of $n\times n$ matrices. The multiplicative inverse eigenvalue problem asks for the construction of a matrix in $Z$ such that the product matrix…
This paper is a tutorial for eigenvalue and generalized eigenvalue problems. We first introduce eigenvalue problem, eigen-decomposition (spectral decomposition), and generalized eigenvalue problem. Then, we mention the optimization problems…
The inverse eigenvalue problem for real symmetric matrices of the form 0 0 0 . 0 0 * 0 0 0 . 0 * * 0 0 0 . * * 0 . . . . . . . 0 0 * . 0 0 0 0 * * . 0 0 0 * * 0 . 0 0 0 is solved. The solution is shown to be unique. The problem is also…
The probability that all eigenvalues of a product of $m$ independent $N \times N$ sub-blocks of a Haar distributed random real orthogonal matrix of size $(L_i+N) \times (L_i+N)$, $(i=1,\dots,m)$ are real is calculated as a multi-dimensional…
A generalized modular relation of the form $F(z, w, \alpha)=F(z, iw,\beta)$, where $\alpha\beta=1$ and $i=\sqrt{-1}$, is obtained in the course of evaluating an integral involving the Riemann $\Xi$-function. It is a two-variable…
We consider the $n\times n$ Hankel matrix $H$ whose entries are defined by $H_{ij}=1/s_{i+j}$ where $s_k=(k-1)!$ and prove that $H$ is invertible for all $n\in\mathbb{N}$ by providing an explicit formula for its inverse matrix.
We study generalized eigenvalue problems for meet and join matrices with respect to incidence functions on semilattices. We provide new bounds for generalized eigenvalues of meet matrices with respect to join matrices under very general…
This paper proposes a rational filtering domain decomposition technique for the solution of large and sparse symmetric generalized eigenvalue problems. The proposed technique is purely algebraic and decomposes the eigenvalue problem…