A successive quadratic approximations method for nonlinear eigenvalue problems

作者：Qian, Xiaoyan; Wang, Li; Song, Yongzhong^*

来源：Journal of Computational and Applied Mathematics, 2015, 290: 268-277.

DOI：10.1016/j.cam.2015.05.011

• Nonlinear eigenvalue problem
• Linearization
• Eigenvector
• Successive quadratic approximations

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.

• 出版日期2015-12-15
• 单位南京师范大学