On Sylvester's law of inertia for nonlinear eigenvalue problems
Electronic transactions on numerical analysis, Tome 40 (2013), pp. 82-93
For Hermitian matrices and generalized definite eigenproblems, the $LDL^H$ factorization provides an easy tool to slice the spectrum into two disjoint intervals. In this note we generalize this method to nonlinear eigenvalue problems allowing for a minmax characterization of (some of) their real eigenvalues. In particular we apply this approach to several classes of quadratic pencils.
Classification :
15A18, 65F15
Keywords: eigenvalue, variational characterization, minmax principle, Sylvester's law of inertia
Keywords: eigenvalue, variational characterization, minmax principle, Sylvester's law of inertia
@article{ETNA_2013__40__a21,
author = {Kosti\'c, Aleksandra and Voss, Heinrich},
title = {On {Sylvester's} law of inertia for nonlinear eigenvalue problems},
journal = {Electronic transactions on numerical analysis},
pages = {82--93},
year = {2013},
volume = {40},
zbl = {1288.15012},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ETNA_2013__40__a21/}
}
TY - JOUR AU - Kostić, Aleksandra AU - Voss, Heinrich TI - On Sylvester's law of inertia for nonlinear eigenvalue problems JO - Electronic transactions on numerical analysis PY - 2013 SP - 82 EP - 93 VL - 40 UR - http://geodesic.mathdoc.fr/item/ETNA_2013__40__a21/ LA - en ID - ETNA_2013__40__a21 ER -
Kostić, Aleksandra; Voss, Heinrich. On Sylvester's law of inertia for nonlinear eigenvalue problems. Electronic transactions on numerical analysis, Tome 40 (2013), pp. 82-93. http://geodesic.mathdoc.fr/item/ETNA_2013__40__a21/