The palindromic generalized eigenvalue problem A*x = lambda Ax: Numerical solution and applications

Abstract

In this paper, we propose the palindromic doubling algorithm (PDA) for the palindromic generalized eigenvalue problem (PGEP) A*x = lambda Ax. We establish a complete convergence theory of the PDA for PGEPs without unimodular eigenvalues, or with unimodular eigenvalues of partial multiplicities two (one or two for eigenvalue 1). Some important applications from the vibration analysis and the optimal control for singular descriptor linear systems will be presented to illustrate the feasibility and efficiency of the PDA. (C) 2009 Elsevier Inc. All rights reserved.