Elliptic and hyperbolic quadratic eigenvalue problems and associated distance problems

Y. Hachez, P. Van Dooren
2003 Linear Algebra and its Applications  
Two important classes of quadratic eigenvalue problems are composed of elliptic and hyperbolic problems. In [Linear Algebra Appl., 351-352 (2002) 455], the distance to the nearest non-hyperbolic or non-elliptic quadratic eigenvalue problem is obtained using a global minimization problem. This paper proposes explicit formulas to compute these distances and the optimal perturbations. The problem of computing the nearest elliptic or hyperbolic quadratic eigenvalue problem is also solved. Numerical results are given to illustrate the theory.
doi:10.1016/s0024-3795(03)00489-0 fatcat:mkrkfjrumvbtjj4tjdhytt27ne