Solving two-parameter eigenvalue problems using an alternating method

Henrik Eisenmann and Yuji Nakatsukasa

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Submission date: 07. Aug. 2020
Pages: 17
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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 a class of Helmholtz equations when separation of variables is applied.