Numerical methods for solving multiparameter eigenvalue problems
Hua Dai · International Journal of Computer Mathematics · 1999
This paper is concerned with the numerical solution of multiparameter eigenvalue problems for matrices which arise in discretization of multiparameter Sturm-Liouville eigenvalue problems in ordinary differential equations. Based on the trace theorem and the differentiability theory of QR decomposition two new algorithms are proposed. The locally quadratic convergence analysis of the methods is given. Some numerical results are presented to illustrate the performance and application of our methods.