Solving nonlinear eigenvalue problems by algorithmic differentiation

DOI10.1007/BF02240067MaRDI QIDQ1068512zbMATH OpenOpenAlexFDO

Authors Peter Arbenz, W. Gander

Publication date 1986

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02240067

zbMATH Keywords

algorithmic differentiationeigenvaluesmatrix over complex functionsnumerical examples

Mathematics Subject Classification ID

Matrices over function rings in one or more variables (15A54) Numerical differentiation (65D25) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of determinants (65F40) Numerical solution of nonlinear eigenvalue and eigenvector problems (65H17)

Review text

The eigenvalues of a matrix A(\(\lambda)\), the elements of which are complex functions of a complex variable \(\lambda\), can be found with a zero finding method applied to the determinant function det A(\(\lambda)\). It is proposed to evaluate the derivatives of det A(\(\lambda)\) used in the zero finding method by algorithmic differentiation. This leads to a simple and lucid algorithm. Program listings and numerical examples are given.

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Cites work

• Ax = \lambda Bx and the Generalized Eigenproblem
• A family of root finding methods
• A method for eigenvalues of sparse λ-matrices
• Algorithms for the Nonlinear Eigenvalue Problem
• Automatic Differentiation of Computer Programs
• Automatic differentiation: techniques and applications
• Differentiation in PASCAL-SC: type GRADIENT
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• scientific article; zbMATH DE number 3936360 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• scientific article; zbMATH DE number 3236302 (Why is no real title available?)
• On Halley's Iteration Method

Cited in

(12)

• The local evaluation of the derivative of a determinant
• Restricted rank modification of the symmetric eigenvalue problem: Theoretical considerations
• Large-scale complex eigenvalue problems
• Methods and algorithms of solving spectral problems for polynomial and rational matrices
• Numerical methods and questions in the organization of calculus. XII. Transl. from the Russian
• Robust generation of constrained B-spline curves based on automatic differentiation and fairness optimization
• A novel numerical method to determine the algebraic multiplicity of nonlinear eigenvalues
• New algorithms for solving nonlinear eigenvalue problems
• scientific article; zbMATH DE number 4129882 (Why is no real title available?)
• On smooth LU decompositions with applications to solutions of nonlinear eigenvalue problems
• The nonlinear eigenvalue problem
• The generalized eigenvalue problem and acoustic surface wave computations

Describes a project that uses

Uses Software

• Pascal-SC
• JAKEF

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