A successive quadratic approximations method for nonlinear eigenvalue problems

Xiaoyan Qian ^[1] ; Li Wang ^[1] ; Yongzhong Song ^[1]
1. [1] Nanjing Normal University
  
  Nanjing Normal University
  
  China
Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 290, Nº 1, 2015, págs. 268-277
Idioma: inglés
DOI: 10.1016/j.cam.2015.05.011
Enlaces
- Texto completo
Resumen
- 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.