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Contour Integration for Eigenvector Nonlinearities (2205.12367v1)
Published 24 May 2022 in math.NA and cs.NA
Abstract: Solving polynomial eigenvalue problems with eigenvector nonlinearities (PEPv) is an interesting computational challenge, outside the reach of the well-developed methods for nonlinear eigenvalue problems. We present a natural generalization of these methods which leads to a contour integration approach for computing all eigenvalues of a PEPv in a compact region of the complex plane. Our methods can be used to solve any suitably generic system of polynomial or rational function equations.