This paper is concerned with the Hermitian definite generalized eigenvalue problem A− λB for block diagonal matrices A 1⁄4 diagðA11; A22Þ and B 1⁄4 diagðB11; B22Þ. Both A and B are Hermitian, and B is positive definite. Bounds on how its eigenvalues vary when A and B are perturbed by Hermitian matrices are established. These bounds are generally of linear order with respect to the perturbations...

In this note, we establish superiority of the so-called copositive bound over a bound suggested by Nesterov for the quadratic problem to minimize a quadratic form over the l-ball. We illustrate the improvement by simulation results. The copositive bound has the additional advantage that it can be easily extended to the inhomogeneous case of quadratic objectives including a linear term. We also ...

We consider 2n× 2n symplectic difference systems together with associated discrete quadratic functionals and eigenvalue problems. We establish Sturmian type comparison theorems for the numbers of focal points of conjoined bases of a pair of symplectic systems. Then, using this comparison result, we show that the numbers of focal points of two conjoined bases of one symplectic system differ by a...

Pole assignment problems are special algebraic inverse eigenvalue problems. In this paper, we research numerical methods of the robust pole assignment problem for second-order systems. The problem is formulated as an optimization problem. Depending upon whether the prescribed eigenvalues are real or complex, we separate the discussion into two cases and propose two algorithms for solving this p...

Checking copositivity of a matrix is a co-NP-complete problem. This paper studies copositive matrices with certain spectral properties. It shows that an indefinite matrix with exactly one positive eigenvalue is copositive if and only if the matrix is nonnegative. Moreover, it shows that finding out if a matrix with exactly one negative eigenvalue is strictly copositive or not can be formulated ...

The problem of giving a spectral factorization of a class of matrices arising in Wiener filtering theory and network synthesis is tackled via an kgebralc procedure. A quadratic matrix quation involving only constant matrices is shown to possess solutions which directly define a solution to the spectral factorization problem. A spectral factor with a stable inverse is defined by that unique solu...

It was recently demonstrated that a well-known eigenvalue bound for the Quadratic Assignment Problem (QAP) actually corresponds to a semideenite programming (SDP) relaxation. However, for this bound to be computationally useful the assignment constraints of the QAP must rst be eliminated, and the bound then applied to a lower-dimensional problem. The resulting \projected eigenvalue bound" is on...

A fast method for enclosing all eigenpairs in symmetric positive definite generalized eigenvalue problems is proposed. Firstly theorems on verifying all eigenvalues are presented. Next a theorem on verifying all eigenvectors is presented. The proposed method is developed based on these theorems. Numerical results are presented showing the efficiency of the proposed method. As an application of ...

This paper analyzes linear least squares problems with absolute quadratic constraints. We develop a generalized theory following Bookstein’s conic-fitting and Fitzgibbon’s direct ellipse-specific fitting. Under simple preconditions, it can be shown that a minimum always exists and can be determined by a generalized eigenvalue problem. This problem is numerically reduced to an eigenvalue problem...

Checking copositivity of a matrix is a co-NP-complete problem. This paper studies copositive matrices with certain spectral properties. It shows that an indefinite matrix with exactly one positive eigenvalue is copositive if and only if the matrix is nonnegative. Moreover, it shows that finding out if a matrix with exactly one negative eigenvalue is strictly copositive or not can be formulated ...