A Riemannian Newton Algorithm for Nonlinear Eigenvalue Problems

We give the formulation of a Riemannian Newton algorithm for solving a class of nonlinear eigenvalue problems by minimizing a total energy function subject to the orthogonality constraint. Under some mild assumptions, we establish the global and quadratic convergence of the proposed method. Moreover, the positive definiteness condition of the Riemannian Hessian of the total energy function at a solution is derived. Some numerical tests are reported to illustrate the efficiency of the proposed method for solving large-scale problems.

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