Global monotone convergence of Newton iteration for a nonlinear eigen-problem (Q1855418)
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English | Global monotone convergence of Newton iteration for a nonlinear eigen-problem |
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Global monotone convergence of Newton iteration for a nonlinear eigen-problem (English)
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5 February 2003
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The authors study a generalized eigenvalue problem of very special structure: \(A x + F(x) = l x\). This problem arises in the discretization of the Gross-Pitaevskii equation from physics. The matrix \(A\) is a Stieltjes matrix. The eigenvalue problem is reformulated as a fixed point problem and consequently Newton iteration may be applied. If the inital vector of the iteration is chosen from given data from the eigenvector corresponding to the positive eigenvalue of the matrix \(A\) the Newton iteration converges.
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Newton method
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Gross-Pitaevskii equation
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Stieltjes matrix
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global monotone convergence
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nonlinear eigen-problem
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fixed point problem
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eigenvector
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positive eigenvalue
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