A Jacobi-Davidson type method for a right definite two-parameter eigenvalue problem

M.E. Hochstenbach, Bor Plestenjak

    Onderzoeksoutput: Bijdrage aan tijdschriftTijdschriftartikelAcademicpeer review

    15 Citaten (Scopus)

    Samenvatting

    We present a new numerical iterative method for computing selected eigenpairs of a right definite two-parameter eigenvalue problem. The method works even without good initial approximations and is able to tackle large problems that are too expensive for existing methods. The new method is similar to the Jacobi--Davidson method for the eigenvalue problem. In each step, we first compute Ritz pairs of a small projected right definite two-parameter eigenvalue problem and then expand the search spaces using approximate solutions of appropriate correction equations. We present two alternatives for the correction equations, introduce a selection technique that makes it possible to compute more than one eigenpair, and give some numerical results.
    Originele taal-2Engels
    Pagina's (van-tot)392-410
    TijdschriftSIAM Journal on Matrix Analysis and Applications
    Volume24
    Nummer van het tijdschrift2
    DOI's
    StatusGepubliceerd - 2002

    Vingerafdruk Duik in de onderzoeksthema's van 'A Jacobi-Davidson type method for a right definite two-parameter eigenvalue problem'. Samen vormen ze een unieke vingerafdruk.

    Citeer dit