A Modified Newton Method for Nonlinear Eigenvalue Problems
DOI:
https://doi.org/10.4208/eajam.100916.061117aKeywords:
Nonlinear eigenvalue problem, smallest singular value, Newton method, quadratic convergence.Abstract
A modification to the Newton method for nonlinear eigenvalue problems is proposed and locally quadratic convergence of this algorithm is established. Numerical examples show the efficiency of the method and reduced computational cost.