Reduction of the RPA eigenvalue problem and a generalized Cholesky decomposition for real-symmetric matrices

نویسنده

  • P. Papakonstantinou
چکیده

The particular symmetry of the random-phase-approximation (RPA) matrix has been utilized in the past to reduce the RPA eigenvalue problem into a symmetric-matrix problem of half the dimension. The condition of positive definiteness of at least one of the matrices A ± B has been imposed (where A and B are the submatrices of the RPA matrix) so that, e.g., its square root can be found by Cholesky decomposition. In this work, alternative methods are pointed out to reduce the RPA problem to a real (not symmetric, in general) problem of half the dimension, with the condition of positive definiteness relaxed. One of the methods relies on a generalized Cholesky decomposition, valid for non-singular real symmetric matrices. The algorithm is described and a corresponding routine in C is given.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Computation of Eigenvalues and Eigenvectors for the Discrete Ordinate and Matrix Operator Methods in Radiative Transfer

Nakajima and Tanaka showed that the algebraic eigenvalue problem occurring in the discrete ordinate and matrix operator methods can be reduced to finding eigenvalues and eigenvectors of the product of two symmetric matrices, one of which is positive definite. Here, we show that the Cholesky decomposition of this positive definite matrix can be used to convert the eigenvalue problem into one inv...

متن کامل

Finding the Smallest Eigenvalue by Properties of Semidefinite Matrices

We consider the smallest eigenvalue problem for symmetric or Hermitian matrices by properties of semidefinite matrices. The work is based on a floating-point Cholesky decomposition and takes into account all possible computational and rounding errors. A computational test is given to verify that a given symmetric or Hermitian matrix is not positive semidefinite, so it has at least one negative ...

متن کامل

On solving the definite tridiagonal symmetric generalized eigenvalue problem

In this manuscript we will present a new fast technique for solving the generalized eigenvalue problem T x = λSx, in which both matrices T and S are symmetric tridiagonal matrices and the matrix S is assumed to be positive definite.1 A method for computing the eigenvalues is translating it to a standard eigenvalue problem of the following form: L−1T L−T (LT x) = λ(LT x), where S = LLT is the Ch...

متن کامل

Some results on the symmetric doubly stochastic inverse eigenvalue problem

‎The symmetric doubly stochastic inverse eigenvalue problem (hereafter SDIEP) is to determine the necessary and sufficient conditions for an $n$-tuple $sigma=(1,lambda_{2},lambda_{3},ldots,lambda_{n})in mathbb{R}^{n}$ with $|lambda_{i}|leq 1,~i=1,2,ldots,n$‎, ‎to be the spectrum of an $ntimes n$ symmetric doubly stochastic matrix $A$‎. ‎If there exists an $ntimes n$ symmetric doubly stochastic ...

متن کامل

Properties of eigenvalue function

For the eigenvalue function on symmetric matrices, we have gathered a number of it’s properties.We show that this map has the properties of continuity, strict continuity, directional differentiability, Frechet differentiability, continuous  differentiability. Eigenvalue function will be extended to a larger set of matrices and then the listed properties will prove again.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007