A numerical method for nonlinear eigenvalue problems using contour integrals
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概要
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A contour integral method is proposed to solve nonlinear eigenvalue problems numerically. The target equation is $F(\lambda)\bm{x}=0$, where the matrix $F(\lambda)$ is an analytic matrix function of $\lambda$. The method can extract only the eigenvalues $\lambda$ in a domain defined by the integral path, by reducing the original problem to a linear eigenvalue problem that has identical eigenvalues in the domain. Theoretical aspects of the method are discussed, and we illustrate how to apply of the method with some numerical examples.
著者
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Sakurai Tetsuya
Department Of Computer Science University Of Tsukuba
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Asakura Junko
Research Center Square Enix Co. Ltd.
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Ikegami Tsutomu
Information Technology Research Institute Aist
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Tadano Hiroto
Department Of Computer Science University Of Tsukuba
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Kimura Kinji
Graduate School of Informatics, Kyoto University
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Asakura Junko
Research and Development Division, Square Enix Co. Ltd.
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