quadratic eigenvalue problem reformulation with eigenvalues on unit cycle












1












$begingroup$


Suppose a quadratic eigenvalue problem is $$(A_2lambda^2+A_1lambda+A_0)x=0$$
where $lambda$ is the eigenvalue and $x$ is the eigenvector. the quadratic form can be rewritten by
$$left[ {begin{array}{*{20}{c}}
0&I\
{{A_0}}&{{A_1}}
end{array}} right]left[ {begin{array}{*{20}{c}}
x\
{lambda x}
end{array}} right] = lambda left[ {begin{array}{*{20}{c}}
I&0\
0&{ - {A_2}}
end{array}} right]left[ {begin{array}{*{20}{c}}
x\
{lambda x}
end{array}} right]$$

Now, suppose $lambda$ is restricted to eigenvalues on unit circles,i.e.,$lambda = frac{{1 + isigma }}{{1 - isigma }}$. I want to further change the equation above as
$$left[ {begin{array}{*{20}{c}}
{ - I}&I\
{{X_1}}&{{X_2}}
end{array}} right]left[ {begin{array}{*{20}{c}}
x\
{lambda x}
end{array}} right] = isigma left[ {begin{array}{*{20}{c}}
I&I\
{{X_3}}&{{X_4}}
end{array}} right]left[ {begin{array}{*{20}{c}}
x\
{lambda x}
end{array}} right]$$

What should $X_{1,2,3,4}$ be?










share|cite|improve this question









$endgroup$












  • $begingroup$
    I'm not sure why you call $lambda$ an "eingenvalue" and $x$ and eigenvector
    $endgroup$
    – leonbloy
    Jan 15 at 17:04












  • $begingroup$
    $lambda$ is the nonlinear eigenvalue of the nonlinear eigenproblem, and $x$ is the corresponding nonlinear eigenvector
    $endgroup$
    – user4756766
    Jan 16 at 0:17










  • $begingroup$
    By using the Caley-transformation and using the characteristics: if $Ay = lambda By$, then $left( {A - B} right)y = isigma left( {A + B} right)y$. one has ${X_1} = {A_0}$, ${X_2} = {A_1}+{A_2}$, ${X_3} = {A_0}$, ${X_4} = {A_1}-{A_2}$,
    $endgroup$
    – user4756766
    Jan 18 at 11:22
















1












$begingroup$


Suppose a quadratic eigenvalue problem is $$(A_2lambda^2+A_1lambda+A_0)x=0$$
where $lambda$ is the eigenvalue and $x$ is the eigenvector. the quadratic form can be rewritten by
$$left[ {begin{array}{*{20}{c}}
0&I\
{{A_0}}&{{A_1}}
end{array}} right]left[ {begin{array}{*{20}{c}}
x\
{lambda x}
end{array}} right] = lambda left[ {begin{array}{*{20}{c}}
I&0\
0&{ - {A_2}}
end{array}} right]left[ {begin{array}{*{20}{c}}
x\
{lambda x}
end{array}} right]$$

Now, suppose $lambda$ is restricted to eigenvalues on unit circles,i.e.,$lambda = frac{{1 + isigma }}{{1 - isigma }}$. I want to further change the equation above as
$$left[ {begin{array}{*{20}{c}}
{ - I}&I\
{{X_1}}&{{X_2}}
end{array}} right]left[ {begin{array}{*{20}{c}}
x\
{lambda x}
end{array}} right] = isigma left[ {begin{array}{*{20}{c}}
I&I\
{{X_3}}&{{X_4}}
end{array}} right]left[ {begin{array}{*{20}{c}}
x\
{lambda x}
end{array}} right]$$

What should $X_{1,2,3,4}$ be?










share|cite|improve this question









$endgroup$












  • $begingroup$
    I'm not sure why you call $lambda$ an "eingenvalue" and $x$ and eigenvector
    $endgroup$
    – leonbloy
    Jan 15 at 17:04












  • $begingroup$
    $lambda$ is the nonlinear eigenvalue of the nonlinear eigenproblem, and $x$ is the corresponding nonlinear eigenvector
    $endgroup$
    – user4756766
    Jan 16 at 0:17










  • $begingroup$
    By using the Caley-transformation and using the characteristics: if $Ay = lambda By$, then $left( {A - B} right)y = isigma left( {A + B} right)y$. one has ${X_1} = {A_0}$, ${X_2} = {A_1}+{A_2}$, ${X_3} = {A_0}$, ${X_4} = {A_1}-{A_2}$,
    $endgroup$
    – user4756766
    Jan 18 at 11:22














1












1








1





$begingroup$


Suppose a quadratic eigenvalue problem is $$(A_2lambda^2+A_1lambda+A_0)x=0$$
where $lambda$ is the eigenvalue and $x$ is the eigenvector. the quadratic form can be rewritten by
$$left[ {begin{array}{*{20}{c}}
0&I\
{{A_0}}&{{A_1}}
end{array}} right]left[ {begin{array}{*{20}{c}}
x\
{lambda x}
end{array}} right] = lambda left[ {begin{array}{*{20}{c}}
I&0\
0&{ - {A_2}}
end{array}} right]left[ {begin{array}{*{20}{c}}
x\
{lambda x}
end{array}} right]$$

Now, suppose $lambda$ is restricted to eigenvalues on unit circles,i.e.,$lambda = frac{{1 + isigma }}{{1 - isigma }}$. I want to further change the equation above as
$$left[ {begin{array}{*{20}{c}}
{ - I}&I\
{{X_1}}&{{X_2}}
end{array}} right]left[ {begin{array}{*{20}{c}}
x\
{lambda x}
end{array}} right] = isigma left[ {begin{array}{*{20}{c}}
I&I\
{{X_3}}&{{X_4}}
end{array}} right]left[ {begin{array}{*{20}{c}}
x\
{lambda x}
end{array}} right]$$

What should $X_{1,2,3,4}$ be?










share|cite|improve this question









$endgroup$




Suppose a quadratic eigenvalue problem is $$(A_2lambda^2+A_1lambda+A_0)x=0$$
where $lambda$ is the eigenvalue and $x$ is the eigenvector. the quadratic form can be rewritten by
$$left[ {begin{array}{*{20}{c}}
0&I\
{{A_0}}&{{A_1}}
end{array}} right]left[ {begin{array}{*{20}{c}}
x\
{lambda x}
end{array}} right] = lambda left[ {begin{array}{*{20}{c}}
I&0\
0&{ - {A_2}}
end{array}} right]left[ {begin{array}{*{20}{c}}
x\
{lambda x}
end{array}} right]$$

Now, suppose $lambda$ is restricted to eigenvalues on unit circles,i.e.,$lambda = frac{{1 + isigma }}{{1 - isigma }}$. I want to further change the equation above as
$$left[ {begin{array}{*{20}{c}}
{ - I}&I\
{{X_1}}&{{X_2}}
end{array}} right]left[ {begin{array}{*{20}{c}}
x\
{lambda x}
end{array}} right] = isigma left[ {begin{array}{*{20}{c}}
I&I\
{{X_3}}&{{X_4}}
end{array}} right]left[ {begin{array}{*{20}{c}}
x\
{lambda x}
end{array}} right]$$

What should $X_{1,2,3,4}$ be?







linear-algebra matrices matrix-calculus






share|cite|improve this question













share|cite|improve this question











share|cite|improve this question




share|cite|improve this question










asked Jan 15 at 13:23









user4756766user4756766

357




357












  • $begingroup$
    I'm not sure why you call $lambda$ an "eingenvalue" and $x$ and eigenvector
    $endgroup$
    – leonbloy
    Jan 15 at 17:04












  • $begingroup$
    $lambda$ is the nonlinear eigenvalue of the nonlinear eigenproblem, and $x$ is the corresponding nonlinear eigenvector
    $endgroup$
    – user4756766
    Jan 16 at 0:17










  • $begingroup$
    By using the Caley-transformation and using the characteristics: if $Ay = lambda By$, then $left( {A - B} right)y = isigma left( {A + B} right)y$. one has ${X_1} = {A_0}$, ${X_2} = {A_1}+{A_2}$, ${X_3} = {A_0}$, ${X_4} = {A_1}-{A_2}$,
    $endgroup$
    – user4756766
    Jan 18 at 11:22


















  • $begingroup$
    I'm not sure why you call $lambda$ an "eingenvalue" and $x$ and eigenvector
    $endgroup$
    – leonbloy
    Jan 15 at 17:04












  • $begingroup$
    $lambda$ is the nonlinear eigenvalue of the nonlinear eigenproblem, and $x$ is the corresponding nonlinear eigenvector
    $endgroup$
    – user4756766
    Jan 16 at 0:17










  • $begingroup$
    By using the Caley-transformation and using the characteristics: if $Ay = lambda By$, then $left( {A - B} right)y = isigma left( {A + B} right)y$. one has ${X_1} = {A_0}$, ${X_2} = {A_1}+{A_2}$, ${X_3} = {A_0}$, ${X_4} = {A_1}-{A_2}$,
    $endgroup$
    – user4756766
    Jan 18 at 11:22
















$begingroup$
I'm not sure why you call $lambda$ an "eingenvalue" and $x$ and eigenvector
$endgroup$
– leonbloy
Jan 15 at 17:04






$begingroup$
I'm not sure why you call $lambda$ an "eingenvalue" and $x$ and eigenvector
$endgroup$
– leonbloy
Jan 15 at 17:04














$begingroup$
$lambda$ is the nonlinear eigenvalue of the nonlinear eigenproblem, and $x$ is the corresponding nonlinear eigenvector
$endgroup$
– user4756766
Jan 16 at 0:17




$begingroup$
$lambda$ is the nonlinear eigenvalue of the nonlinear eigenproblem, and $x$ is the corresponding nonlinear eigenvector
$endgroup$
– user4756766
Jan 16 at 0:17












$begingroup$
By using the Caley-transformation and using the characteristics: if $Ay = lambda By$, then $left( {A - B} right)y = isigma left( {A + B} right)y$. one has ${X_1} = {A_0}$, ${X_2} = {A_1}+{A_2}$, ${X_3} = {A_0}$, ${X_4} = {A_1}-{A_2}$,
$endgroup$
– user4756766
Jan 18 at 11:22




$begingroup$
By using the Caley-transformation and using the characteristics: if $Ay = lambda By$, then $left( {A - B} right)y = isigma left( {A + B} right)y$. one has ${X_1} = {A_0}$, ${X_2} = {A_1}+{A_2}$, ${X_3} = {A_0}$, ${X_4} = {A_1}-{A_2}$,
$endgroup$
– user4756766
Jan 18 at 11:22










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