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 is studied where is an 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 , 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}
}