MultiParEig

Improved solvers for ARMA(1,1) and ARMA(2,1) models, updates in the staircase method

Eigenvalues are computed by default using new randomized solver for joint eigenvalues based on Rayleigh quotients and eigenvectors of a random linear combination, more efficient solver more rectangular eigenvalue problems

Support for rectangular multiparameter eig. problems. Solutions of ARMA(1,1), ARMA(2,1) and LTI(2) models using RMEPs. See M.E.Hochstenbach, T.Košir, B.Plestenjak: On the solution of rectangular multiparameter eigenvalue problems, arXiv 2212.01867

Improved method singgep for finite eigenvalues of a singular GEP with new numerical examples, see M.E. Hochstenbach, C. Mehl, B. Plestenjak: Solving singular generalized eigenvalue problems part II: projection and augmentation, arXiv 2208.01359

New method singgep for finite regular eigenvalues of a singular GEP with several numerical examples.

M.E. Hochstenbach, C. Mehl, B. Plestenjak: Solving singular generalized eigenvalue problems by a rank-completing perturbation, arXiv:1805:07657

Improved subspace methods for 3-parameter problems and numerical examples from M.E. Hochstenbach, K. Meerbergen, E. Mengi, B. Plestenjak, Subspace methods for 3-parameter eigenvalue problems, arXiv:1802:07386. All methods now support multiprecision.

Support for multiprecision using Advanpix Multiprecision Computing Toolbox. Default in twopareigs is twopareigs_ks, that now works for complex matrices as well. Methods from DMSUITE are replaced by methods that support multiprecision. Improved TRQI.

Updated Jacobi-Davidson for 2EP and 3EP, option of faster (and less accurate) rank revealing QR instead of SVD for singular MEPs, new aerolastic flutter examples, minor corrections and updates, output of rank choices and gaps for singular MEPs

Updated description of the toolbox with an acknowledgement to Andrej Muhič and a list of references. Updated references in some files.

New methods for two- and three-parameter eigenvalue problems with large matrices. Support for singular problems with three or more parameters. Tensor Rayleigh quotient iteration generalized to three or more parameters. Construction of Delta matrices.