New Algorithms for Solving Nonlinear Eigenvalue Problems

被引：2

作者：

Gander, W. ^{[1
,2
]}

机构：

[1] ETH, CH-8092 Zurich, Switzerland

[2] Hong Kong Baptist Univ, Hong Kong, Peoples R China

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 2021年 / 61卷 / 05期

关键词：

nonlinear eigenvalue problem; third order methods; algorithmic differentiation;

D O I：

10.1134/S0965542521050092

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

To solve a nonlinear eigenvalue problem we develop algorithms which compute zeros of 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.

引用

页码：761 / 773

页数：13

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