Computing several eigenvalues of nonlinear eigenvalue problems by selection

Nonlinear Eigenvalue Problems with Specified Eigenvalues

This work considers eigenvalue problems that are nonlinear in the eigenvalue parameter. Given such a nonlinear eigenvalue problem T , we are concerned with finding the minimal backward error such that T has a set of prescribed eigenvalues with prescribed algebraic multiplicities. While the usual resolvent norm addresses this question for a single eigenvalue of multiplicity one, the general sett...

Generalized Eigenvalue Problems with Specified Eigenvalues

We consider the distance from a (square or rectangular) matrix pencil to the nearest matrix pencil in 2-norm that has a set of specified eigenvalues. We derive a singular value optimization characterization for this problem and illustrate its usefulness for two applications. First, the characterization yields a singular value formula for determining the nearest pencil whose eigenvalues lie in a...

Nonlinear Eigenvalue Problems

Heinrich Voss Hamburg University of Technology 115.1 Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115-2 115.2 Analytic matrix functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115-3 115.3 Variational Characterization of Eigenvalues . . . . . . . . 115-7 115.4 General Rayleigh Functionals . . . . . . . . . . . . . . . . . . . ...

Solving nonlinear eigenvalue problems

General Algorithms for Computing Derivatives of Repeated Eigenvalues and Eigenvectors of Symmetric Quadratic Eigenvalue Problems

The numerical computation of derivatives of eigenvalues and eigenvectors has been an active research topic due to its wide applications in engineering and the physical sciences. There are many numerical methods available in the literatures for computing derivatives of eigenvalues and eigenvectors for standard eigenvalue problems and quadratic eigenvalue problems. However, almost all existing me...