An Arnoldi Method for Nonlinear Symmetric Eigenvalue Problems
Heinrich Voß · 2003
this paper we consider the nonlinear eigenvalue problem T (#)x = 0 (1) where T (#) is a family of symmetric matrices depending on a parameter J , and J R is an open interval which may be unbounded. As in the linear case T (#) = #I -A a parameter # is called an eigenvalue of T () if problem (1) has a nontrivial solution x #= 0 which is called a corresponding eigenvector. We assume that the matrices T (#) are large and sparse