Generalized Eigenvalue Complementarity Problem for Tensors

Generalized Eigenvalue Complementarity Problem for Tensors
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张量的广义特征值互补问题

DOI:
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发表时间:
2015-05
影响因子:
0.2
通讯作者:
Lu Ye
Lu Ye
中科院分区:
数学4区
文献类型:
--
作者:
Zhongming Chen;Qingzhi Yang;Lu Ye

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本文讨论了张量广义特征值互补问题(GEiCPT),它源于有限维力学系统的稳定性分析,并在微分动力系统中得到了应用。研究了(GEiCP-T)的一般性质。我们建立了它与广义张量本征值问题的联系。由此推论,如果存在,则�解的个数是有界的。并给出了解存在的一些充分条件。特别地,对于不可约非负张量,(EiCP-T)(即J=[n])存在唯一解。对于对称情形,我们通过将(GEiCP-T)转化为一个非线性规划,得到了(GEiCP-T)可解的一个充要条件。文中还证明了判定(EiCP-T)的可解性一般是NP难的。此外,还提出了一种平移投影功率法来求解对称问题(GEiCP-T)。并建立了单调收敛的结论。数值实验证明了该算法的收敛性能,并证明了该算法的有效性。
In this paper, the generalized eigenvalue complementarity problem for tensors (GEiCPT) is addressed, which arises from the stability analysis of finite dimensional mechanical systems and find applications in differential dynamical systems. The general properties of the (GEiCP-T) have been studied. We establish its relationship with the generalized tensor eigenvalue problem. It follows that if exist, the number of �-solutions can be bounded. We also give some sufficient conditions for the existence of the solution. In particular, there exists a unique solution of the (EiCP-T) (i.e., J = [n]) for irreducible nonnegative tensors. For the symmetric case, we derive a sufficient and necessary condition for the solvability of the (GEiCP-T) by reformulating it as a nonlinear program. It has also been proved that deciding the solvability of the (EiCP-T) is NP-hard in general. Moreover, a shifted projected power method is proposed to solve the symmetric (GEiCP-T). The monotonic convergence is also established. The numerical experiments demonstrate convergence behavior of our method and show that the algorithm presented is promising.
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