English

Global monotone convergence of Newton-like iteration for a nonlinear eigen-problem

Numerical Analysis 2022-01-11 v1 Numerical Analysis Functional Analysis

Abstract

The nonlinear eigen-problem Ax+F(x)=λx Ax+F(x)=\lambda x is studied where AA is an n×nn\times n irreducible Stieltjes matrix. Under certain conditions, this problem has a unique positive solution. We show that, starting from a multiple of the positive eigenvector of AA, the Newton-like iteration for this problem converges monotonically. Numerical results illustrate the effectiveness of this Newton-like method.

Keywords

Cite

@article{arxiv.2201.02962,
  title  = {Global monotone convergence of Newton-like iteration for a nonlinear eigen-problem},
  author = {Peichang Guo},
  journal= {arXiv preprint arXiv:2201.02962},
  year   = {2022}
}