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An Arnoldi method for nonlinear eigenvalue problems
Citation Link: https://doi.org/10.15480/882.145
Publikationstyp
Working Paper
Date Issued
2003-02
Sprache
English
Author(s)
Voß, Heinrich
Institut
TORE-DOI
Number in series
56
Citation
Preprint. Published in: BIT Numerical Mathematics, May 2004, Volume 44, Issue 2, pp 387–401
Publisher DOI
Scopus ID
For the nonlinear eigenvalue problem T(lambda)x = 0 we propose an iterative projection method for computing a few eigenvalues close to a given parameter. The current search space is expanded by a generalization of the shift-and-invert Arnoldi method. The resulting projected eigenproblems of small dimension are solved by inverse iteration. The method is applied to a rational eigenvalue problem governing damped vibrations of a structure.
Subjects
nonlinear eigenvalue problem
iterative projection method
residual inverse iteration
DDC Class
510: Mathematik
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