Dynamic Equations of Generalized Eigenvalue Problems

Yao-Lin JIANG  Richard M. M. CHEN  

IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E85-A   No.8   pp.1974-1978
Publication Date: 2002/08/01
Online ISSN: 
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.