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We propose a robust numerical algorithm for solving the nonlinear eigenvalue problem A(ƛ)x = 0. Our algorithm is based on the idea of finding the value of ƛ for which A(ƛ) is singular by computing the smallest eigenvalue or singular value of A(ƛ) viewed as a constant matrix. To further enhance computational efficiency, we introduce and use the concept of signed singular value. Our method is applicable when A(ƛ) is large and nonsymmetric and has strong nonlinearity. Numerical experiments on a nonlinear eigenvalue problem arising in the computation of scaling exponent in turbulent flow show robustness and effectiveness of our method.
The GMRES(m) method proposed by Saad and Schultz is one of the most successful Krylov subspace methods for solving nonsymmetric linear systems. In this paper, we investigate how to update the initial guess to make it converge faster, and in particular propose an efficient variant of the method that exploits an unfixed update. The mathematical background of the unfixed update variant is based on the error equations, and its potential for efficient convergence is explored in some numerical experiments.
The Conjugate Orthogonal Conjugate Residual (COCR) method [T. Sogabe and S.-L. Zhang, JCAM, 199 (2007), pp. 297-303.] has recently been proposed for solving complex symmetric linear systems. In the present paper, we develop a variant of the COCR method that allows the efficient solution of complex symmetric shifted linear systems. Some numerical examples arising from large-scale electronic structure calculations are presented to illustrate the performance of the variant.
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