Broyden's method for nonlinear eigenproblems

DOI10.1137/18M1173150zbMATH Open1434.65077arXiv1802.07322WikidataQ128108428 ScholiaQ128108428MaRDI QIDQ4632004FDOQ4632004

Authors: Elias Jarlebring 

Publication date: 25 April 2019

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

Abstract: Broyden's method is a general method commonly used for nonlinear systems of equations, when very little information is available about the problem. We develop an approach based on Broyden's method for nonlinear eigenvalue problems. Our approach is designed for problems where the evaluation of a matrix vector product is computationally expensive, essentially as expensive as solving the corresponding linear system of equations. We show how the structure of the Jacobian matrix can be incorporated into the algorithm to improve convergence. The algorithm exhibits local superlinear convergence for simple eigenvalues, and we characterize the convergence. We show how deflation can be integrated and combined such that the method can be used to compute several eigenvalues. A specific problem in machine tool milling, coupled with a PDE is used to illustrate the approach. The simulations are done in the julia programming language, and are provided as publicly available module for reproducability.

Full work available at URL: https://arxiv.org/abs/1802.07322

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zbMATH Keywords

eigenvalue problemstime-delay systemsNewton methodsBroyden methodsnonlinear eigenproblems

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solution of nonlinear eigenvalue and eigenvector problems (65H17) Numerical solutions to inverse eigenvalue problems (65F18)

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Cited In (2)

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Uses Software

• NLEVP
• NewtonLib
• Julia
• NEP-PACK

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