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Article Dans Une Revue Linear and Multilinear Algebra Année : 2022

A smallest singular value method for nonlinear eigenvalue problems

Résumé

ANewton-type method for the eigenvalue problem of analytic matrix functions is described and analysed. The method finds the eigenvalue and eigenvector, respectively, as a point in the level set of the smallest singular value function and the corresponding right singular vector. The algorithmic aspects are discussed and illustrated by numerical examples.
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Dates et versions

hal-04306736 , version 1 (25-11-2023)

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Miloud Sadkane. A smallest singular value method for nonlinear eigenvalue problems. Linear and Multilinear Algebra, 2022, 71 (1), pp.16-28. ⟨10.1080/03081087.2021.2017832⟩. ⟨hal-04306736⟩
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