Solving a non-smooth eigenvalue problem using operator-splitting methods
Kirsi Majava, Roland Glowinski, Tommi Kärkkäinen · International Journal of Computer Mathematics · 2007
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.