Title
On an Eigenvector-Dependent Nonlinear Eigenvalue Problem
Abstract
We first provide existence and uniqueness conditions for the solvability of an algebraic eigenvalue problem with eigenvector nonlinearity. We then present a local and global convergence analysis for a self-consistent field (SCF) iteration for solving the problem. The well-known sin theorem in the perturbation theory of Hermitian matrices plays a central role. The near-optimality of the local convergence rate of the SCF iteration revealed in this paper is demonstrated by examples from the discrete Kohn-Sham eigenvalue problem in electronic structure calculations and the maximization of the trace ratio in the linear discriminant analysis for dimension reduction.
Year
DOI
Venue
2018
10.1137/17M115935X
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
Keywords
Field
DocType
nonlinear eigenvalue problem,self-consistent field iteration,convergence analysis
Convergence (routing),Applied mathematics,Uniqueness,Nonlinear system,Algebraic number,Mathematical analysis,Eigenvalues and eigenvectors,Mathematics
Journal
Volume
Issue
ISSN
39
3
0895-4798
Citations 
PageRank 
References 
5
0.40
0
Authors
4
Name
Order
Citations
PageRank
Yun-Feng Cai1214.06
Lei-Hong Zhang28712.00
Zhaojun Bai3661107.69
Ren-Cang Li427850.05