Derivative interpolating subspace frameworks for nonlinear eigenvalue problems

DOI10.1137/20M1348455MaRDI QIDQ5088787zbMATH OpenFDO

Authors Rifqi Aziz, Emre Mengi, Matthias Voigt

Publication date 13 July 2022

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.14189

zbMATH Keywords

Hermite interpolationlarge scalequadratic convergencenonlinear eigenvalue problemssubspace projectionsrational eigenvalue problems

Mathematics Subject Classification ID

Numerical interpolation (65D05) Transformation and reduction of functional-differential equations and systems, normal forms (34K17) Numerical solution of nonlinear eigenvalue and eigenvector problems (65H17)

Abstract: We first consider the problem of approximating a few eigenvalues of a rational matrix-valued function closest to a prescribed target. It is assumed that the proper rational part of the rational matrix-valued function is expressed in the transfer function form $H(s)=C(sI-A{)}^{-1}B$, where the middle factor is large, whereas the number of rows of $C$ and the number of columns of $B$ are equal and small. We propose a subspace framework that performs two-sided or one-sided projections on the state-space representation of $H(cdot)$, commonly employed in model reduction and giving rise to a reduced transfer function. At every iteration, the projection subspaces are expanded to attain Hermite interpolation conditions at the eigenvalues of the reduced transfer function closest to the target, which in turn leads to a new reduced transfer function. We prove in theory that, when a sequence of eigenvalues of the reduced transfer functions converges to an eigenvalue of the full problem, it converges at least at a quadratic rate. In the second part, we extend the proposed framework to locate the eigenvalues of a general square large-scale nonlinear meromorphic matrix-valued function $T(cdot)$, where we exploit a representation $mathcalR(s)=C(s)A(s{)}^{-1}B(s)-D(s)$ defined in terms of the block components of $T(cdot)$. The numerical experiments illustrate that the proposed framework is reliable in locating a few eigenvalues closest to the target point, and that, with respect to runtime, it is competitive to established methods for nonlinear eigenvalue problems.

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Cited in

(4)

• A Subspace‐Based Method for Solving Lagrange–Sylvester Interpolation Problems
• Large-scale estimation of dominant poles of a transfer function by an interpolatory framework
• A nonnested augmented subspace method for elliptic eigenvalue problems with curved interfaces
• Interpolating self consistent field for eigenvector nonlinearities

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