Note on Finding an Optimal Deflation for Quadratic Matrix Polynomials

Abstract

This paper is concerned with the way to find an optimal deflation for the eigenvalue problem associated with quadratic matrix polynomials. This work is a response of the work by Tisseur et al., Linear Algebra Appl., 435:464-479, 2011, and solves one of open problems raised by them. We build an equivalent unconstrained optimization problem on eigenvalues of a hyperbolic quadratic matrix polynomial of order 2, and develop a technique that transforms the quadratic matrix polynomial to an equivalent one that is easy to solve. Numerical tests are given to illustrate several properties of the problem.

Keywords

deflation / quadratic matrix polynomials / hyperbolic / eigenvalue optimization