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Dynamic Equations of Generalized Eigenvalue Problems
Yao-Lin JIANG Richard M. M. CHEN
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 2002/08/01
Print ISSN: 0916-8508
Type of Manuscript: LETTER
Category: Numerical Analysis and Optimization
generalized eigenvalue problems, optimization techniques, dynamic equations, parallel processing, engineering applications,
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In this letter we present a new way for computing generalized eigenvalue problems in engineering applications. To transform a generalized eigenvalue problem into an associated problem for solving nonlinear dynamic equations by using optimization techniques, we can determine all eigenvalues and their eigenvectors for general complex matrices. Numerical examples are given to verify the formula of dynamic equations.