2021
DOI: 10.1007/s11075-021-01189-4
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Implicit algorithms for eigenvector nonlinearities

Abstract: We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit viewpoint. More precisely, we change the Newton update equation in a way that the next iterate does not only appear linearly in the update equation. Although the modifications of the update equation make the methods implicit, we show how corresponding iterates can be computed explici… Show more

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Cited by 6 publications
(2 citation statements)
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“…The selection strategy ususally depends on the context provided by the application. For example, for the solution of the Gross-Pitaevskii equation in quantum physics [17], we would select the eigenpair corresponding to the smallest eigenvalue because we are interested in computing the ground state of bosons. For this paper, we will focus on applications that require computing the eigenpair corresponding to the second smallest eigenvalue, that is, a partition into two clusters.…”
Section: Nepv1 Formulationmentioning
confidence: 99%
“…The selection strategy ususally depends on the context provided by the application. For example, for the solution of the Gross-Pitaevskii equation in quantum physics [17], we would select the eigenpair corresponding to the smallest eigenvalue because we are interested in computing the ground state of bosons. For this paper, we will focus on applications that require computing the eigenpair corresponding to the second smallest eigenvalue, that is, a partition into two clusters.…”
Section: Nepv1 Formulationmentioning
confidence: 99%
“…A well-known iteration scheme for the nonlinear eigenvector problem is the self-consistent field iteration (SCF). Each SFC iteration step involves the solution of a linear eigenvalue problem, see, e.g., [9,10,13] and [21] for its connection to Newton's method. On the Riemmanian side, the direct constrained minimization algorithm (DCM) is very popular.…”
Section: Introductionmentioning
confidence: 99%