Solving the real eigenvalues of hermitian quadratic eigenvalue problems via bisection

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Hao Li
Yunfeng Cai


This paper considers solving the real eigenvalues of the Quadratic Eigenvalue Problem (QEP) Q(\lambda)x =(\lambda^2M+\lambdaC+K)x = 0 in a given interval (a, b), where the coefficient matrices M, C, K are Hermitian and M is nonsingular. First, an inertia theorem for the QEP is proven, which characterizes the difference of inertia index between Hermitian matrices Q(a) and Q(b). Several useful corollaries are then obtained, where it is shown that the number of real eigenvalues of QEP Q(\lambda)x = 0 in the interval (a, b) is no less than the absolute value of the difference of the negative inertia index between Q(a) and Q(b); furthermore, when all real eigenvalues in (a, b) are semi-simple with the same sign characteristic, the inequality becomes an equality. Based on the established theory, the bisection method (with preprocessing) can be used to compute the real eigenvalues of the QEP by computing the inertia indices. Applications to the calculation of the equienergy lines with k.p model, and also a non-overdamped mass-spring system are presented in the numerical tests.

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