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This paper presents a method for computing eigenvalues and eigenvectors for some types of nonlinear eigenvalue problems. The main idea is to approximate the functions involved in the eigenvalue problem by rational functions and then apply a…

Numerical Analysis · Mathematics 2020-06-11 Yousef Saad , Mohamed El-Guide , Agnieszka Międlar

Rational approximation is a powerful tool to obtain accurate surrogates for nonlinear functions that are easy to evaluate and linearize. The interpolatory adaptive Antoulas--Anderson (AAA) method is one approach to construct such…

Numerical Analysis · Mathematics 2024-06-27 Stefan Güttel , Daniel Kressner , Bart Vandereycken

We describe a strategy for solving nonlinear eigenproblems numerically. Our approach is based on the approximation of a vector-valued function, defined as solution of a non-homogeneous version of the eigenproblem. This approximation step is…

Numerical Analysis · Mathematics 2023-12-06 Davide Pradovera

We introduce a new algorithm for approximation by rational functions on a real or complex set of points, implementable in 40 lines of Matlab and requiring no user input parameters. Even on a disk or interval the algorithm may outperform…

Numerical Analysis · Mathematics 2019-08-26 Yuji Nakatsukasa , Olivier Sète , Lloyd N. Trefethen

We propose NEP_MiniMax, a novel computational method for solving nonlinear eigenvalue problems (NEPs) $T(\lambda)\mathbf{u}= 0$ on compact continua $\Omega \subset \mathbb{C}$. The method combines two key components: (1) a rational minimax…

Numerical Analysis · Mathematics 2026-03-17 Chenkun Zhang , Jiawei Gu , Lei-Hong Zhang

A selection of algorithms for the rational approximation of matrix-valued functions are discussed, including variants of the interpolatory AAA method, the RKFIT method based on approximate least squares fitting, vector fitting, and a method…

Numerical Analysis · Mathematics 2021-04-21 Ion Victor Gosea , Stefan Güttel

We propose an algorithm for general nonlinear eigenvalue problems to compute physically relevant eigenvalues within a chosen contour. Eigenvalue information is explored by contour integration incorporating different weight functions. The…

Computational Physics · Physics 2020-11-19 Felix Binkowski , Lin Zschiedrich , Sven Burger

Nonlinear eigenvalue problems with eigenvector nonlinearities (NEPv) are algebraic eigenvalue problems whose matrix depends on the eigenvector. Applications range from computational quantum mechanics to machine learning. Due to its…

Numerical Analysis · Mathematics 2025-10-06 Victor Janssens , Karl Meerbergen , Wim Michiels

We present two approximation methods for computing eigenfrequencies and eigenmodes of large-scale nonlinear eigenvalue problems resulting from boundary element method (BEM) solutions of some types of acoustic eigenvalue problems in…

Numerical Analysis · Mathematics 2024-09-23 Mohamed El-Guide , Agnieszka Miedlar , Yousef Saad

The adaptive Antoulas-Anderson (AAA) algorithm for rational approximation is a widely used method for the efficient construction of highly accurate rational approximations to given data. While AAA can often produce rational approximations…

Numerical Analysis · Mathematics 2026-01-28 Michael S. Ackermann , Linus Balicki , Serkan Gugercin , Steffen W. R. Werner

Numerical solution of nonlinear eigenvalue problems (NEPs) is frequently encountered in computational science and engineering. The applicability of most existing methods is limited by matrix structures, property of eigen-solutions, size of…

Numerical Analysis · Mathematics 2016-05-26 Jinyou Xiao , Chuanzeng Zhang , Tsung-Ming Huang , Tetsuya Sakurai

Rational approximation appears in many contexts throughout science and engineering, playing a central role in linear systems theory, special function approximation, and many others. There are many existing methods for solving the rational…

Numerical Analysis · Mathematics 2018-12-03 Jeffrey M. Hokanson , Caleb C. Magruder

A two-step method for solving planar Laplace problems via rational approximation is introduced. First complex rational approximations to the boundary data are determined by AAA approximation, either globally or locally near each corner or…

Numerical Analysis · Mathematics 2021-07-06 Stefano Costa , Lloyd N. Trefethen

A new algorithm, denoted by RSRR, is presented for solving large-scale nonlinear eigenvalue problems (NEPs) with a focus on improving the robustness and reliability of the solution, which is a challenging task in computational science and…

Numerical Analysis · Mathematics 2016-07-27 Jinyou Xiao , Shuangshuang Meng , Chuanzeng Zhang , Changjun Zheng

AAA rational approximation has normally been carried out on a discrete set, typically hundreds or thousands of points in a real interval or complex domain. Here we introduce a continuum AAA algorithm that discretizes a domain adaptively as…

Numerical Analysis · Mathematics 2023-05-08 Toby Driscoll , Yuji Nakatsukasa , Lloyd N. Trefethen

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

The AAA algorithm for rational approximation is employed to illustrate applications of rational functions all across numerical analysis.

Numerical Analysis · Mathematics 2025-10-21 Yuji Nakatsukasa , Lloyd N. Trefethen

In this article a fast and parallelizable algorithm for rational approximation is presented. The method, called (P)QR-AAA, is a (parallel) set-valued variant of the AAA algorithm for scalar functions. It builds on the set-valued AAA…

Numerical Analysis · Mathematics 2024-12-04 Simon Dirckx , Karl Meerbergen , Daan Huybrechs

Potential theory for rational approximation is reviewed by means of examples computed with the AAA algorithm.

Numerical Analysis · Mathematics 2025-01-03 Lloyd N. Trefethen

We revisit a classical problem in numerical linear algebra: given an $k$-dimensional subspace $\mathcal{Q}$ that approximates the leading eigenspace of an $n\times n$ positive semi-definite matrix $A$, the goal is to extract high-accuracy…

Numerical Analysis · Mathematics 2026-05-07 Yuji Nakatsukasa , Zheng Tang
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