A block Newton method for nonlinear eigenvalue problems (Q849155): Difference between revisions

The author introduces the concept of invariant pairs for nonlinear eigenvalue problems. In contrast to the linear case, such problems may have eigenvector/eigenvalue pairs, for which distinct eigenvalues may correspond with linearly dependent eigenvectors. The concept of invariant pairs provides a robust tool to overcome the numerical difficulty which arises in such case. To compute the invariant pairs, a block Newton method is developed and many algorithmic details are provided to the end of maintaining a reasonable computational cost. A few numerical examples give more insight into the method.