A numerical method for the solution of two-parameter eigenvalue problems

摘要

We consider a two-parameter weakly coupled eigenvalue problem for matrix equations. Under known assumptions [4] such a problem can be reduced to a system of one-parameter problems in a tensor product space, after which it can be treated by known numerical methods. The method is illustrated by a numerical example of the simple two-parameter problem and the example of Binding and Browne [5]. It turns out that the method is especially suitable for problems of smaller orders.