Kostić, Aleksandra; Voss, Heinrich

On Sylvester's law of inertia for nonlinear eigenvalue problems

ETNA, Electron. Trans. Numer. Anal. 40, 82-93, electronic only (2013)

Summary

Summary: For Hermitian matrices and generalized definite eigenproblems, the $LDL^H$ factorization provides an easy tool to slice the spectrum into two disjoint intervals. In this note we generalize this method to nonlinear eigenvalue problems allowing for a minmax characterization of (some of) their real eigenvalues. In particular we apply this approach to several classes of quadratic pencils.

Mathematics Subject Classification

15A18, 65F15

Keywords/Phrases

eigenvalue, variational characterization, minmax principle, Sylvester's law of inertia

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