A successive quadratic approximations method for nonlinear eigenvalue problems

• Xiaoyan Qian ^[1] ; Li Wang ^[1] ; Yongzhong Song ^[1]
  1. [1] Nanjing Normal University

     Nanjing Normal University

     China

     
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 290, Nº 1, 2015, págs. 268-277
• Idioma: inglés
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• Resumen

  • Numerical methods for matrix eigenvalue problems that are nonlinear in the eigenvalue parameter are discussed. We propose a successive quadratic approximations method, which reduces the nonlinear eigenvalue problem into a sequence of quadratic problems. The convergence for the new method is investigated. Numerical experiments illustrate the effectiveness of the method.