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A method for eigenvalues of sparse λ‐matrices
Author(s) -
Yang Wei H.
Publication year - 1983
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.1620190613
Subject(s) - eigenvalues and eigenvectors , mathematics , matrix (chemical analysis) , convergence (economics) , simple (philosophy) , sparse matrix , eigendecomposition of a matrix , matrix function , symmetric matrix , physics , philosophy , materials science , epistemology , quantum mechanics , economics , composite material , economic growth , gaussian
Abstract The matrix N (λ) whose elements are functions of a parameter λ is called the λ‐matrix. Those values of λ that make the matrix singular are of great interest in many applied fields. An efficient method for those eigenvalues of a λ‐matrix is presented. A simple explicit convergence criterion is given, as well as the algorithm and two numerical examples.