Solving Rational Eigenvalue Problems via Linearization

  • Authors:
  • Yangfeng Su;Zhaojun Bai

  • Affiliations:
  • yfsu@fudan.edu.cn;bai@cs.ucdavis.edu

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2011

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Abstract

The rational eigenvalue problem is an emerging class of nonlinear eigenvalue problems arising from a variety of physical applications. In this paper, we propose a linearization-based method to solve the rational eigenvalue problem. The proposed method converts the rational eigenvalue problem into a well-studied linear eigenvalue problem, and meanwhile, exploits and preserves the structure and properties of the original rational eigenvalue problem. For example, the low-rank property leads to a trimmed linearization. We show that solving a class of rational eigenvalue problems is just as convenient and efficient as solving linear eigenvalue problems.