A new algorithm for the solution of eigenvalue problems for linear operators of the form A = A + B (with a special application to high-order ordinary differential equations) is proposed and justified. The algorithm is based on the approximation of A by an operator \( \overline{A}=A+\overline{B} \) such that the eigenvalue problem for Ā is supposed to be simpler than for A: The algorithm for this eigenvalue problem is based on the homotopy idea and, for a given eigenpair number, recursively computes a sequence of approximate eigenpairs that converges to the exact eigenpair with a superexponential convergence rate. The eigenpairs can be computed in parallel for all prescribed indexes. The case of multiple eigenvalues of the operator Ā is emphasized. Examples of eigenvalue problems for the high-order ordinary differential operators are presented to support the theory.
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Published in Neliniini Kolyvannya, Vol. 18, No. 3, pp. 332–356, July–September, 2015.
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Gavrilyuk, I.P., Makarov, V.L. & Romanyuk, N.M. Superexponentially Convergent Algorithm for an Abstract Eigenvalue Problem with Applications to Ordinary Differential Equations. J Math Sci 220, 273–300 (2017). https://doi.org/10.1007/s10958-016-3184-4
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DOI: https://doi.org/10.1007/s10958-016-3184-4