An integral method for solving nonlinear eigenvalue problems

An integral method for solving nonlinear eigenvalue problems

We propose a numerical method for computing all eigenvalues (and the corresponding eigenvectors) of a nonlinear holomorphic eigenvalue problem that lie within a given contour in the complex plane. The method uses complex integrals of the resolvent operator, applied to at least k column vectors, where k is the number of eigenvalues inside the contour. The theorem of Keldysh is employed to show t...

Solving nonlinear eigenvalue problems

Solving Nonlinear Eigenvalue Problems using an Improved Newton Method

Finding approximations to the eigenvalues of nonlinear eigenvalue problems is a common problem which arises from many complex applications. In this paper, iterative algorithms for finding approximations to the eigenvalues of nonlinear eigenvalue problems are verified. These algorithms use an efficient numerical approach for calculating the first and second derivatives of the determinant of the ...

An Arnoldi Method for Nonlinear Eigenvalue Problems

For the nonlinear eigenvalue problem T (λ)x = 0 we propose an iterative projection method for computing a few eigenvalues close to a given parameter. The current search space is expanded by a generalization of the shift-and-invert Arnoldi method. The resulting projected eigenproblems of small dimension are solved by inverse iteration. The method is applied to a rational eigenvalue problem gover...

Solving a Class of Nonlinear Eigenvalue Problems by Newton’s Method

We examine the possibility of using the standard Newton’s method for solving a class of nonlinear eigenvalue problems arising from electronic structure calculation. We show that the Jacobian matrix associated with this nonlinear system has a special structure that can be exploited to reduce the computational complexity of the Newton’s method. Preliminary numerical experiments indicate that the ...