Preconditioned iterative methods for a class of nonlinear eigenvalue problems (Q2368747)

The author proposes new iterative methods for the efficient computation of the smallest eigenvalue of a symmetric nonlinear matrix eigenvalue problem of large order with a monotone dependence of the spectral parameter. Monotone nonlinear eigenvalue problems for differential equations have important applications in mechanics and physics. The discretization of these eigenvalue problems leads to nonlinear eigenvalue problems with very large sparse ill-conditioned matrices monotonically depending on the spectral parameter. To compute the smallest eigenvalue of large-scale matrix nonlinear eigenvalue problems, the author suggests preconditioned iterative methods: preconditioned simple iteration method, preconditioned steepest descent method, and preconditioned conjugate gradient method. These methods use only matrix-vector multiplications, linear operations with vectors, and inner products of vectors. The author investigates the convergence and derives grid-independent error estimates for these methods. Numerical experiments demonstrate the practical effectiveness of the proposed methods for a model problem.