Numerical resolution of cone-constrained eigenvalue problems

By A. Costa, A. Seeger. 2009

49 citations recorded by the source corpus.

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 K ∋ x ⊥(Ax-λ Bx) ∈ 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.

Subfields: Computational Theory and Mathematics, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/a78322a9e57f55cd347c7f69ba378fdc5d111ba5

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