IMPLICIT DETERMINANT METHOD FOR SOLVING AN HERMITIAN EIGENVALUE OPTIMIZATION PROBLEM

被引：0

作者：

Gong, Siru ^{[1
]}

Su, Yangfeng ^{[1
]}

机构：

[1] Fudan Univ, Sch Math Sci, Shanghai 200433, Peoples R China

来源：

JOURNAL OF COMPUTATIONAL MATHEMATICS | 2023年 / 41卷 / 06期

关键词：

Eigenvalue optimization; Multiple eigenvalue; Non-smooth optimization; Implicit determinant method; Crawford number; MATRIX; ALGORITHM; DISTANCE; PAIR;

D O I：

10.4208/jcm.2203-m2020-0303

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Implicit determinant method is an effective method for some linear eigenvalue optimization problems since it solves linear systems of equations rather than eigenpairs. In this paper, we generalize the implicit determinant method to solve an Hermitian eigenvalue optimization problem for smooth case and non-smooth case. We prove that the implicit determinant method converges locally and quadratically. Numerical experiments confirm our theoretical results and illustrate the efficiency of implicit determinant method.

引用

页码：1117 / 1136

页数：20

共 25 条

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