A block Newton method for nonlinear eigenvalue problems (Q849155)

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.