Solving a non-smooth eigenvalue problem using operator-splitting methods.

In this paper, we study the solution of a certain non-smooth eigenvalue problem, using operator-splitting methods to solve an equivalent, constrained minimization problem. We present the Marchuk-Yanenko and Peaceman-Rachford schemes for solving the problem and compare their performance numerically on some model problems. The Peaceman-Rachford scheme turns out to be superior to the Marchuk-Yanenko scheme in terms of accuracy and computational efficiency. [ABSTRACT FROM AUTHOR]