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A nonlinear eigenproblem is a generalization of an ordinary eigenproblem to equations that depend nonlinearly on the eigenvalue. Specifically, it refers to equations of the form: : where x is a vector (the nonlinear "eigenvector") and ''A'' is a matrix-valued function of the number (the nonlinear "eigenvalue"). (More generally, could be a linear map, but most commonly it is a finite-dimensional, usually square, matrix.) ''A'' is usually required to be a holomorphic function of (in some domain). For example, an ordinary linear eigenproblem , where ''B'' is a square matrix, corresponds to , where ''I'' is the identity matrix. One common case is where ''A'' is a polynomial matrix, which is called a polynomial eigenvalue problem. In particular, the specific case where the polynomial has degree two is called a quadratic eigenvalue problem, and can be written in the form: : in terms of the constant square matrices ''A''0,1,2. This can be converted into an ordinary linear generalized eigenproblem of twice the size by defining a new vector . In terms of x and y, the quadratic eigenvalue problem becomes: : where ''I'' is the identity matrix. More generally, if ''A'' is a matrix polynomial of degree ''d'', then one can convert the nonlinear eigenproblem into a linear (generalized) eigenproblem of ''d'' times the size. Besides converting them to ordinary eigenproblems, which only works if ''A'' is polynomial, there are other methods of solving nonlinear eigenproblems based on the Jacobi-Davidson algorithm or based on Newton's method (related to inverse iteration). ==References== * Françoise Tisseur and Karl Meerbergen, "The quadratic eigenvalue problem," ''SIAM Review'' 43 (2), 235-286 (2001). * Gene H. Golub and Henk A. van der Vorst, "Eigenvalue computation in the 20th century," ''Journal of Computational and Applied Mathematics'' 123, 35-65 (2000). * Philippe Guillaume, "Nonlinear eigenproblems," ''SIAM J. Matrix. Anal. Appl.'' 20 (3), 575-595 (1999). * Axel Ruhe, "Algorithms for the nonlinear eigenvalue problem," ''SIAM Journal on Numerical Analysis'' 10 (4), 674-689 (1973). 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Nonlinear eigenproblem」の詳細全文を読む スポンサード リンク
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