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ON SMOOTH LU DECOMPOSITIONS WITH APPLICATIONS TO SOLUTIONS OF NONLINEAR EIGENVALUE PROBLEMS

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Dai Hua 1   Bai Zhongzhi 2  
文摘 We study the smooth LU decomposition of a given analytic functional A-matrix A(A) and its block-analogue. Sufficient conditions for the existence of such matrix decompositions are given, some differentiability about certain elements arising from them are proved, and several explicit expressions for derivatives of the specified elements are provided. By using these smooth LU decompositions, we propose two numerical methods for computing multiple nonlinear eigenvalues of A(A), and establish their locally quadratic convergence properties. Several numerical examples are provided to show the feasibility and effectiveness of these new methods. Mathematics subject classification: 15A18, 15A23, 65F15
来源 Journal of Computational Mathematics ,2010,28(6):745-766 【核心库】
DOI 10.4208/jcm.1004-m0009
关键词 Matrix-valued function ; Smooth LU decomposition ; Pivoting ; Nonlinear eigenvalue problem ; Multiple eigenvalue ; Newton method
地址

1. Department of Mathematics, Nanjing University of Aeronautics and Astronautics, Nanjing, 210016  

2. LSEC, ICMSEC, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190

语种 英文
文献类型 研究性论文
ISSN 0254-9409
学科 数学
基金 国家973计划 ;  国家自然科学基金国家杰出青年科学基金 ;  国家自然科学基金
文献收藏号 CSCD:4044167

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引证文献 3

1 曹阳 非线性特征值问题的二次近似方法 计算数学,2014,36(4):381-392
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2 汪超 逆特征值问题的光滑LU分解算法 数值计算与计算机应用,2014,35(4):289-296
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