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Polynomial eigenvalue problem
*To*: mathgroup at smc.vnet.net
*Subject*: [mg58699] Polynomial eigenvalue problem
*From*: "Alan" <info at optioncity.REMOVETHIS.net>
*Date*: Fri, 15 Jul 2005 03:02:14 -0400 (EDT)
*Sender*: owner-wri-mathgroup at wolfram.com
Does anyone know a Mathematica solution
for the polynomial eigenvalue problem (PEP)?
The PEP problem of order p . N is:
Find the eigenvalues lambda, and eigenvectors v (each an N-vector) that
solve
(A_0 + lambda A_1 + lambda^2 A_2 + ... + lambda^p A_p) x = 0,
where:
p is a given integer,
each coefficients A_i is a given N x N (real or complex) square matrix.
There are p . N solution pairs (lambda, x) if the problem is not ill-posed.
If both A_0 and A_p are singular the problem is potentially ill-posed.
Thanks for any help,
alan
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