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Yao-Lin JIANG Richard M. M. CHEN
In this letter we present a new way for computing generalized eigenvalue problems in engineering applications. To transform a generalized eigenvalue problem into an associated problem for solving nonlinear dynamic equations by using optimization techniques, we can determine all eigenvalues and their eigenvectors for general complex matrices. Numerical examples are given to verify the formula of dynamic equations.
Yao-Lin JIANG Richard M. M. CHEN Zu-Lan HUANG
In this paper we study general complex eigenvalue problems in engineering fields. The eigenvalue problems can be transformed into the associated problems for solving large systems of nonlinear ordinary differential equations (dynamic equations) by optimization techniques. The known waveform relaxation method in circuit simulation can then be successfully applied to compute the resulting dynamic equations. The approach reported here, which is implemented on a message passing multi-processor system, can determine all eigenvalues and their eigenvectors for general complex matrices without any restriction on the matrices. The numerical results are provided to confirm the theoretical analysis.