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Robust Rayleigh quotient minimization and nonlinear eigenvalue problems. (English) Zbl 1416.65148

MSC:
65H17 Numerical solution of nonlinear eigenvalue and eigenvector problems
65F15 Numerical computation of eigenvalues and eigenvectors of matrices
15A18 Eigenvalues, singular values, and eigenvectors
47J10 Nonlinear spectral theory, nonlinear eigenvalue problems
65K05 Numerical mathematical programming methods
Software:
UCI-ml; JDQZ; CVX; JDQR
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References:
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