Variational Characterization of Monotone Nonlinear Eigenvector Problems and Geometry of Self-Consistent Field Iteration
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Publication:6139650
DOI10.1137/22M1525326arXiv2211.05179MaRDI QIDQ6139650FDOQ6139650
Publication date: 19 January 2024
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Abstract: This paper concerns a class of monotone eigenvalue problems with eigenvector nonlinearities (mNEPv). The mNEPv is encountered in applications such as the computation of joint numerical radius of matrices, best rank-one approximation of third-order partial symmetric tensors, and distance to singularity for dissipative Hamiltonian differential-algebraic equations. We first present a variational characterization of the mNEPv. Based on the variational characterization, we provide a geometric interpretation of the self-consistent-field (SCF) iterations for solving the mNEPv, prove the global convergence of the SCF, and devise an accelerated SCF. Numerical examples from a variety of applications demonstrate the theoretical properties and computational efficiency of the SCF and its acceleration.
Full work available at URL: https://arxiv.org/abs/2211.05179
convergence analysisnonlinear eigenvalue problemvariational characterizationself-consistent field iterationgeometry of SCF
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solution of nonlinear eigenvalue and eigenvector problems (65H17)
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