An Arnoldi Method for Nonlinear Eigenvalue Problems |
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Authors: | H Voss |
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Institution: | (1) Section of Mathematics, Hamburg University of Technology, D-21071 Hamburg, Germany |
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Abstract: | For the nonlinear eigenvalue problem T()x=0 we propose an iterative projection method for computing a few eigenvalues close to a given parameter. The current search space is expanded by a generalization of the shift-and-invert Arnoldi method. The resulting projected eigenproblems of small dimension are solved by inverse iteration. The method is applied to a rational eigenvalue problem governing damped vibrations of a structure. |
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Keywords: | nonlinear eigenvalue problem iterative projection method residual inverse iteration |
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