1. A rational‐Chebyshev projection method for nonlinear eigenvalue problems.
- Author
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Tang, Ziyuan and Saad, Yousef
- Subjects
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POLYNOMIAL approximation , *CAUCHY integrals , *KRYLOV subspace , *NONLINEAR equations , *MATRIX functions - Abstract
This article describes a projection method based on a combination of rational and polynomial approximations for efficiently solving large nonlinear eigenvalue problems. In a first stage the nonlinear matrix function T(λ)$$ T\left(\lambda \right) $$ under consideration is approximated by a matrix polynomial in λ$$ \lambda $$. The error resulting from this polynomial approximation is in turn approximated by rational functions with the help of the Cauchy integral formula. The two approximations are combined and a linearization is performed. A key ingredient of the proposed approach is a projection method that uses subspaces spanned by vectors of the same dimension as that of the original problem instead of that of the linearized problem. A procedure is also presented to automatically select shifts and to partition the region of interest into a few subregions. This allows to subdivide the problem into smaller subproblems that are solved independently. The accuracy of the proposed method is theoretically analyzed and its performance is illustrated with a few test problems that have been discussed in the literature. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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