Fiber product homotopy method for multiparameter eigenvalue problems

We develop a new homotopy method for solving multiparameter eigenvalue problems (MEPs) called the fiber product homotopy method. For a k-parameter eigenvalue problem with matrices of sizes n1,…,nk=O(n)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n_1,\ldots ,n_k = O(n)$$\end{document}, fiber product homotopy method requires deformation of O(1) linear equations, while existing homotopy methods for MEPs require O(n) nonlinear equations. We show that the fiber product homotopy method theoretically finds all eigenpairs of an MEP with probability one. It is especially well-suited for a class of problems we call dimension-deficient singular problems that are generic with respect to intrinsic dimension, as the fiber product homotopy method is provably convergent with probability one for such problems as well, a fact borne out by numerical experiments. More generally, our numerical experiments indicate that the fiber product homotopy method significantly outperforms the standard Delta method in terms of accuracy, with consistent backward errors on the order of 10-16\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$10^{-16}$$\end{document} without any use of extended precision. In terms of speed, it significantly outperforms previous homotopy-based methods on all problems and outperforms the Delta method on larger problems, and is also highly parallelizable. We show that the fiber product MEP that we solve in the fiber product homotopy method, although mathematically equivalent to a standard MEP, is typically a much better conditioned problem.