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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 present a method for solving nonlinear eigenvalue problems using rational approximation. The method uses the AAA method by Nakatsukasa, S\`{e}te, and Trefethen to approximate the nonlinear eigenvalue problem by a rational eigenvalue…

Numerical Analysis · Mathematics 2018-02-05 Pieter Lietaert , Javier Pérez , Bart Vandereycken , Karl Meerbergen

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 a method to linearize, without approximation, a specific class of eigenvalue problems with eigenvector nonlinearities (NEPv), where the nonlinearities are expressed by scalar functions that are defined by a quotient of linear…

Numerical Analysis · Mathematics 2021-05-24 Rob Claes , Elias Jarlebring , Karl Meerbergen , Parikshit Upadhyaya

In this article, we propose two kinds of neural networks inspired by power method and inverse power method to solve linear eigenvalue problems. These neural networks share similar ideas with traditional methods, in which the differential…

Numerical Analysis · Mathematics 2023-07-18 Qihong Yang , Yangtao Deng , Yu Yang , Qiaolin He , Shiquan Zhang

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

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

In this article we are interested for the numerical study of nonlinear eigenvalue problems. We begin with a review of theoretical results obtained by functional analysis methods, especially for the Schrodinger pencils. Some recall are given…

Numerical Analysis · Mathematics 2016-08-24 Fatima Aboud , Francois Jauberteau , Guy Moebs , Didier Robert

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…

We present a finite difference method to compute the principal eigenvalue and the corresponding eigenfunction for a large class of second order elliptic operators including notably linear operators in nondivergence form and fully nonlinear…

Numerical Analysis · Mathematics 2016-02-18 Isabeau Birindelli , Fabio Camilli , Italo Capuzzo Dolcetta

A new iterative method for solving large scale symmetric nonlinear eigenvalue problems is presented. We firstly derive an infinite dimensional symmetric linearization of the nonlinear eigenvalue problem, then we apply the indefinite Lanczos…

Numerical Analysis · Mathematics 2019-10-11 Giampaolo Mele

Eigensolvers involving complex moments can determine all the eigenvalues in a given region in the complex plane and the corresponding eigenvectors of a regular linear matrix pencil. The complex moment acts as a filter for extracting…

Numerical Analysis · Mathematics 2021-09-22 Keiichi Morikuni

The linear FEAST algorithm is a method for solving linear eigenvalue problems. It uses complex contour integration to calculate the eigenvectors whose eigenvalues that are located inside some user-defined region in the complex plane. This…

Computational Physics · Physics 2018-01-31 Brendan Gavin , Agnieszka Międlar , Eric Polizzi

This paper describes a set of rational filtering algorithms to compute a few eigenvalues (and associated eigenvectors) of non-Hermitian matrix pencils. Our interest lies in computing eigenvalues located inside a given disk, and the proposed…

Numerical Analysis · Mathematics 2021-03-10 Vassilis Kalantzis , Yuanzhe Xi , Lior Horesh

The eigenvalue problem plays a central role in linear algebra and its applications in control and optimization methods. In particular, many matrix decompositions rely upon computation of eigenvalue-eigenvector pairs, such as diagonal or…

Optimization and Control · Mathematics 2016-07-15 Pavel Osinenko , Grigory Devadze , Stefan Streif

We propose a numerical method for computing all eigenvalues (and the corresponding eigenvectors) of a nonlinear holomorphic eigenvalue problem that lie within a given contour in the complex plane. The method uses complex integrals of the…

Numerical Analysis · Mathematics 2011-12-15 Wolf-Jürgen Beyn

We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters;…

Numerical Analysis · Mathematics 2024-10-14 Davide Pradovera , Alessandro Borghi

The standard approach for finding eigenvalues and eigenvectors of matrix polynomials starts by embedding the coefficients of the polynomial into a matrix pencil, known as linearization. Building on the pioneering work of Nakatsukasa and…

Numerical Analysis · Mathematics 2018-08-15 Javier Perez

Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…

Numerical Analysis · Mathematics 2016-01-08 Daniel Kressner , André Uschmajew

Often the easiest way to discretize an ordinary or partial differential equation is by a rectangular numerical method, in which n basis functions are sampled at m>>n collocation points. We show how eigenvalue problems can be solved in this…

Numerical Analysis · Mathematics 2021-12-28 Behnam Hashemi , Yuji Nakatsukasa , Lloyd N. Trefethen
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