Computing low-rank rightmost eigenpairs of a class of matrix-valued linear operators
Computing low-rank rightmost eigenpairs of a class of matrix-valued linear operators
Abstract In this article, a new method is proposed to approximate the rightmost eigenpair of certain matrix-valued linear operators, in a low-rank setting. First, we introduce a suitable ordinary differential equation, whose solution allows us to approximate the rightmost eigenpair of the linear operator. After analyzing the behaviour of its …