Open AccessPreconditioned inexact Newton-like method for large nonsymmetric eigenvalue problems
Author(s) -
Hongyi Miao,
Li Wang
Publication year - 2021
Publication title -
numerical algebra, control and optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.303
H-Index - 20
eISSN - 2155-3289
pISSN - 2155-3297
DOI - 10.3934/naco.2021012
Subject(s) - eigenvalues and eigenvectors , rank (graph theory) , mathematics , newton's method , quasi newton method , computation , matrix (chemical analysis) , sequence (biology) , preconditioner , algorithm , iterative method , combinatorics , nonlinear system , physics , materials science , quantum mechanics , biology , composite material , genetics
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.