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Quadratic eigenvalue problem

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In mathematics, the quadratic eigenvalue problem[1] (QEP) is to find scaler eigenvalues λ, left eigenvectors y and right eigenvectors x such that

Q(λ)x=0 and y*(λ)=0, 

where Q(λ)=λ2A2+λA1+A0, with matrix coefficients A2, A1 and A0 that are of dimension n-by-n.

Applications

A QEP can result in part of the dynamic analysis of structures discretized by the finite element method. In this case the quadratic, Q(λ) has the form λ2M+Cλ+K, where M is the mass matrix, C is the damping matrix and K is the stiffness matrix. Other applications include vibro-acoustics and fluid dymanics.

References

  1. ^ F. Tisseur and K. Meerbergen, The quadratic eigenvalue problem, SIAM Rev., 43 (2001), pp. 235–286.