This program is a structure-preserving doubling algorithm for finding all the eigenpairs of the T-Palindromic Quadratic Eigenvalue Problem:
TPQEP(lambda) x = (lambda^2 * A.' - lambda * Q + A) x = 0,
where Q is T-symmetric, i.e., Q.' = Q.
Syntax:
[EV_stable, EW_stable, EV_unstable, EW_unstable] = SDA_TPQEP(A, Q)
Input:
A : the coefficient matrix A of TPQEP.
Q : the coefficient matrix Q of TPQEP.
Output:
EW_stable : one-dimensional array, save the stable eigenvalues, i.e., abs(EW_stable) <= 1.
EV_stable : two-dimensional array, each column is the eigenvector of TPQEP corresponding to the stable eigenvalue EW_stable
EW_unstable : one-dimensional array, save the unstable eigenvalues, i.e., abs(EW_stable) >= 1.
EV_unstable : two-dimensional array, each column is the eigenvector of TPQEP corresponding to the unstable eigenvalue EW_unstable
Download (SDATPQEP.zip)
License: Copyright (c) 2024 by Tsung-Ming Huang and Wen-Wei Lin
Note: EW_stable.*EW_unstable = 1