An Improved Arc Algorithm for Detecting Definite Hermitian Pairs - Guo, Chun-Hua; Higham, Nicholas J.; Tisseur, Françoise (SIAM journal on matrix analysis and applications, 2009)
Keywords: Algebra; Algorithms; Applications; Computational efficiency; Convergence; Curvature; Derivation; Exact sciences and technology; Linear and multilinear algebra, matrix theory; Mathematical analysis; Mathematics; Moon; Numerical analysis; Numerical analysis. Scientific computation; Numerical linear algebra; Probability and statistics; Probability theory and stochastic processes; Reliability, life testing, quality control; Sciences and techniques of general use; Special processes (renewal theory, markov renewal processes, semi-markov processes, statistical mechanics type models, applications); Statistics; Symbols; Saddle point method; Modification; Costs; Hermitian generalized eigenvalue problem; Linear form; Unit circle; Shrinkage estimator; Hermitian matrix; hyperbolic quadratic eigenvalue problem; Polynomial method; Computing; saddle point linear system; Partial differential equation; Implementation; Convergence; 15A18; Statistical test; Efficiency; Cholesky method; 65F30; Crawford number; 65F15; Eigenvalue problem; Mathematical expansion; Expansion; Conjugate gradient method; definite pair; direction of negative curvature; Polynomial matrix; pencil; Algorithm; Factorization; Saddle point; Numerical analysis; Linear system; Linear algebra; Hyperbolic equation; Matrix method; Matrix polynomial; Reliability; Curvature