The Quadratic Eigenvalue Problem

  • Authors:
  • Françoise Tisseur;Karl Meerbergen

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Review
  • Year:
  • 2001

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Abstract

We survey the quadratic eigenvalue problem, treating its many applications, its mathematical properties, and a variety of numerical solution techniques. Emphasis is given to exploiting both the structure of the matrices in the problem (dense, sparse, real, complex, Hermitian, skew-Hermitian) and the spectral properties of the problem. We classify numerical methods and catalogue available software.