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This article is cited in 2 scientific papers (total in 2 papers)
General numerical methods
New algorithms for solving nonlinear eigenvalue problems
W. Ganderab a 8092 Zurich, Ramistrasse 1010, ETH, Switzerland
b Hong Kong Baptist University, 224 Waterloo Rd, Kowloon Tong, Hong Kong
Abstract:
To solve a nonlinear eigenvalue problem we develop algorithms which compute zeros of $\det A(\lambda)=0$. We show how to apply third order iteration methods for that purpose. The necessary derivatives of the determinant are computed by algorithmic differentiation. Since many nonlinear eigenvalue problems have banded matrices we also present an algorithm which makes use of their structure.
Key words:
nonlinear eigenvalue problem, third order methods, algorithmic differentiation.
Received: 24.12.2020 Revised: 24.12.2020 Accepted: 14.01.2021
Citation:
W. Gander, “New algorithms for solving nonlinear eigenvalue problems”, Zh. Vychisl. Mat. Mat. Fiz., 61:5 (2021), 787–799; Comput. Math. Math. Phys., 61:5 (2021), 761–773
Linking options:
https://www.mathnet.ru/eng/zvmmf11238 https://www.mathnet.ru/eng/zvmmf/v61/i5/p787
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