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The nonlinear eigenvalue problem. (English) Zbl 1377.65061

Summary: Nonlinear eigenvalue problems arise in a variety of science and engineering applications, and in the past ten years there have been numerous breakthroughs in the development of numerical methods. This article surveys nonlinear eigenvalue problems associated with matrix-valued functions which depend nonlinearly on a single scalar parameter, with a particular emphasis on their mathematical properties and available numerical solution techniques. Solvers based on Newton’s method, contour integration and sampling via rational interpolation are reviewed. Problems of selecting the appropriate parameters for each of the solver classes are discussed and illustrated with numerical examples. This survey also contains numerous MATLAB code snippets that can be used for interactive exploration of the discussed methods.

MSC:

65H17 Numerical solution of nonlinear eigenvalue and eigenvector problems
65D05 Numerical interpolation
65-02 Research exposition (monographs, survey articles) pertaining to numerical analysis
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