Local convergence of Newton-like methods for degenerate eigenvalues of nonlinear eigenproblems. I. Classical algorithms (Q2514250): Difference between revisions

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Local convergence of Newton-like methods for degenerate eigenvalues of nonlinear eigenproblems. I. Classical algorithms
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    Local convergence of Newton-like methods for degenerate eigenvalues of nonlinear eigenproblems. I. Classical algorithms (English)
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    3 February 2015
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    The local convergence of several classical single-vector Newton-like methods for the solution of a degenerate eigenvalue and a corresponding eigenvector of nonlinear algebraic eigenproblems of the form \(T(\lambda)v = 0\) is studied. The convergence is generally quadratic; in addition, Rayleigh functional iterative (RFI) and the Jacobi-Davidson (JD) method with appropriate use of the two-sided Rayleigh functional can achieve cubic convergence for problems with symmetry. The convergence results for simple eigenvalues also hold in the semi-simple case. The typical linear convergence of inverse iteration, standard RFI/JD and their two-side variants in the defective case is shown. For Part II see [ibid. 129, No. 2, 383--403 (2015; Zbl 1309.65060)].
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    single-vector Newton-like methods
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    degenerate eigenvalue
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    eigenvector of nonlinear algebraic eigenproblems
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    linear convergence
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    quadratic convergence
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    cubic convergence
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    Rayleigh functional iterative
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    Jacobi-Davidson method
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