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A well known method to solve the Polynomial Eigenvalue Problem (PEP) is via linearization. That is, transforming the PEP into a generalized linear eigenvalue problem with the same spectral information and solving such linear problem with…

Numerical Analysis · Mathematics 2022-11-17 Froilán M. Dopico , Silvia Marcaida , María C. Quintana , Paul Van Dooren

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

Quadratic eigenvalue problems (QEP) and more generally polynomial eigenvalue problems (PEP) are among the most common types of nonlinear eigenvalue problems. Both problems, especially the QEP, have extensive applications. A typical approach…

Numerical Analysis · Mathematics 2017-11-07 Yiling You , Jose Israel Rodriguez , Lek-Heng Lim

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

We investigate a technique to transform a linear two-parameter eigenvalue problem, into a nonlinear eigenvalue problem (NEP). The transformation stems from an elimination of one of the equations in the two-parameter eigenvalue problem, by…

Numerical Analysis · Mathematics 2021-06-17 Emil Ringh , Elias Jarlebring

We construct a new family of linearizations of rational matrices $R(\lambda)$ written in the general form $R(\lambda)= D(\lambda)+C(\lambda)A(\lambda)^{-1}B(\lambda)$, where $D(\lambda)$, $C(\lambda)$, $B(\lambda)$ and $A(\lambda)$ are…

Numerical Analysis · Mathematics 2020-03-09 Javier Pérez , María C. Quintana

Over the past decades, transformations between different classes of eigenvalue problems have played a central role in the development of numerical methods for eigenvalue computations. One of the most well-known and successful examples of…

Numerical Analysis · Mathematics 2025-09-05 Elias Jarlebring , Vilhelm P. Lithell

In this paper, linearly structured partial polynomial inverse eigenvalue problem is considered for the $n\times n$ matrix polynomial of arbitrary degree $k$. Given a set of $m$ eigenpairs ($1 \leqslant m \leqslant kn$), this problem…

Numerical Analysis · Mathematics 2019-04-24 Suman Rakshit , S. R. Khare

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

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

Given the $n\times n$ matrix polynomial $P(x)=\sum_{i=0}^kP_i x^i$, we consider the associated polynomial eigenvalue problem. This problem, viewed in terms of computing the roots of the scalar polynomial $\det P(x)$, is treated in…

Numerical Analysis · Mathematics 2012-07-27 Dario A. Bini , V. Noferini

The standard way of solving a polynomial eigenvalue problem associated with a matrix polynomial starts by embedding the matrix coefficients of the polynomial into a matrix pencil, known as a strong linearization. This process transforms the…

Numerical Analysis · Mathematics 2018-03-19 Froilán M. Dopico , Javier Pérez , Paul Van Dooren

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

In this chapter we are examining several iterative methods for solving nonlinear eigenvalue problems. These arise in variational image-processing, graph partition and classification, nonlinear physics and more. The canonical eigenproblem we…

Numerical Analysis · Mathematics 2020-10-07 Guy Gilboa

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

One useful standard method to compute eigenvalues of matrix polynomials ${\bf P}(z) \in \mathbb{C}^{n\times n}[z]$ of degree at most $\ell$ in $z$ (denoted of grade $\ell$, for short) is to first transform ${\bf P}(z)$ to an equivalent…

Numerical Analysis · Mathematics 2021-02-22 Robert M. Corless , Leili Rafiee Sevyeri , B. David Saunders

To approximate solutions of a linear differential equation, we project, via trigonometric interpolation, its solution space onto a finite-dimensional space of trigonometric polynomials and construct a matrix representation of the…

Numerical Analysis · Mathematics 2011-08-30 Oksana Bihun , Austin Bren , Michael Dyrud , Kristin Heysse

In the framework of Polynomial Eigenvalue Problems, most of the matrix polynomials arising in applications are structured polynomials (namely (skew-)symmetric, (skew-)Hermitian, (anti-)palindromic, or alternating). The standard way to solve…

Numerical Analysis · Mathematics 2020-10-14 Fernando De Terán , Carla Hernando , Javier Pérez

We present a framework for the construction of linearizations for scalar and matrix polynomials based on dual bases which, in the case of orthogonal polynomials, can be described by the associated recurrence relations. The framework…

Numerical Analysis · Mathematics 2016-07-06 Leonardo Robol , Raf Vandebril , Paul Van Dooren

For each square matrix polynomial $P(\lambda)$ of odd degree, a block-symmetric block-tridiagonal pencil $\mathcal{T}_{P}(\lambda)$ was introduced by Antoniou and Vologiannidis in 2004, and a variation $\mathcal{R}_P(\lambda)$ was…

Numerical Analysis · Mathematics 2017-06-14 M. I. Bueno , F. M. Dopico , S. Furtado , L. Medina
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