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arXiv · 2008.03385

Solving two-parameter eigenvalue problems using an alternating method

Henrik Eisenmann·Yuji Nakatsukasa
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Abstract

We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter eigenvalue problem. The method is applicable for right definite problems, possibly after performing an affine transformation. This includes a class of Helmholtz equations when separation of variables is applied. We provide a convergence proof for extremal eigenvalues and empirical evidence along with a local convergence proof for other eigenvalues.

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Henrik Eisenmann, Yuji Nakatsukasa. 2020-08-07. Solving two-parameter eigenvalue problems using an alternating method. https://arxiv.org/abs/2008.03385

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