Convergence analysis of a nonlinear eigensolver based on rational approximation of the resolvent

Abstract

Given a holomorphic matrix-valued function, the poles of its sketched resolvent are generically its eigenvalues. Once a good rational approximation of the sketched resolvent is obtained, the poles of this rational approximation typically lie close to those eigenvalues, thus providing a flexible framework for solving both linear and nonlinear eigenvalue problems. However, the accuracy of the computed eigenvalues is limited and remains poorly understood. This paper analyzes the convergence of this approach and demonstrates the effectiveness of two techniques to improve accuracy: block probing and zooming in. We also establish the backward and forward stability of polefinding for a barycentric rational form via a generalized eigenproblem. Numerical experiments demonstrate the sharpness of our theoretical results.