A numerical method for polynomial eigenvalue problems using contour integral
نویسندگان
چکیده
We propose a numerical method using contour integral to solve polynomial eigenvalue problems (PEPs). The method finds eigenvalues contained in a certain domain which is defined by a surrounding integral path. By evaluating the contour integral numerically along the path, the method reduces the original PEP into a small generalized eigenvalue problem, which has the identical eigenvalues in the domain. Error analysis indicates that the error of the eigenvalues is not uniform: inner eigenvalues are less erroneous. Four numerical examples are presented, which confirm the theoretical predictions.
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