Nonlinear Eigenvalue Problems

Thu, 11/03/2010
14:00
Prof. Yangfeng Su (Fudan University Shanghai) Computational Mathematics and Applications Add to calendar 3WS SR
Nonlinear eigenvalue problem (NEP) is a class of eigenvalue problems where the matrix depends on the eigenvalue. We will first introduce some NEPs in real applications and some algorithms for general NEPs. Then we introduce our recent advances in NEPs, including second order Arnoldi algorithms for large scale quadratic eigenvalue problem (QEP), analysis and algorithms for symmetric eigenvalue problem with nonlinear rank-one updating, a new linearization for rational eigenvalue problem (REP).