Preconditioned inexact Newton-like method for large nonsymmetric eigenvalue problems

Abstract

<p style='text-indent:20px;'>An efficiently preconditioned Newton-like method for the computation of the eigenpairs of large and sparse nonsymmetric matrices is proposed. A sequence of preconditioners based on the Broyden-type rank-one update formula are constructed for the solution of the linearized Newton system. The properties of the preconditioned matrix are investigated. Numerical results are given which reveal that the new proposed algorithms are efficient.</p>