An algorithm for solving the eigenvalue problem for a class of operator pencils

We study the generalized eigenvalue problem for a uniformly hyperbolic or totally hyperbolic polynomial operator pencil of arbitrary order. In the context of the variational approach to the problem of determining the eigenvalues of such pencils we propose and justify a recursive algorithm for finding an eigenpair. To accelerate the convergence we propose using the Rayleigh-Ritz procedure. We give data from a numerical implementation of the algorithm. Translated fromMatematicheskie Metody i Fiziko-Mekhanicheskie Polya, No. 37, 1994, pp. 24–28.