Title
Implicit algorithms for eigenvector nonlinearities
Abstract
We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit viewpoint. More precisely, we change the Newton update equation in a way that the next iterate does not only appear linearly in the update equation. Although the modifications of the update equation make the methods implicit, we show how corresponding iterates can be computed explicitly. Therefore, we can carry out steps of the implicit method using explicit procedures. In several cases, these procedures involve a solution of standard eigenvalue problems. We propose two modifications, one of the modifications leads directly to a well-established method (the self-consistent field iteration) whereas the other method is to our knowledge new and has several attractive properties. Convergence theory is provided along with several simulations which illustrate the properties of the algorithms.
Year
DOI
Venue
2022
10.1007/s11075-021-01189-4
Numerical Algorithms
Keywords
DocType
Volume
Eigenvector nonlinearity, Inexact Newton, Implicit Newton, SCF
Journal
90
Issue
ISSN
Citations 
1
1017-1398
0
PageRank 
References 
Authors
0.34
13
2
Name
Order
Citations
PageRank
Jarlebring Elias18411.48
Upadhyaya Parikshit200.34