A smallest singular value method for nonlinear eigenvalue problems

被引：0
|
作者：
Sadkane, Miloud [1 ]
机构：
[1] Univ Bretagne Occidentale, Lab Math Bretagne Atlantique, CNRS UMR 6205, Brest, France
来源：
LINEAR & MULTILINEAR ALGEBRA | 2023年 / 71卷 / 01期
关键词：
Nonlinear eigenvalue problem; singular value; Newton's method;
D O I：
10.1080/03081087.2021.2017832
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
A Newton-type method for the eigenvalue problem of analytic matrix functions is described and analysed. The method finds the eigenvalue and eigenvector, respectively, as a point in the level set of the smallest singular value function and the corresponding right singular vector. The algorithmic aspects are discussed and illustrated by numerical examples.
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页码：16 / 28
页数：13
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