A Modified Newton Method for Nonlinear Eigenvalue Problems

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Abstract

A modification to the Newton method for nonlinear eigenvalue problems is proposed and locally quadratic convergence of this algorithm is established. Numerical examples show the efficiency of the method and reduced computational cost.

Keywords:

Nonlinear eigenvalue problem smallest singular value Newton method quadratic convergence.
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DOI

10.4208/eajam.100916.061117a