A Riesz-projection-based method for nonlinear eigenvalue problems

Abstract

We propose an algorithm for general nonlinear eigenvalue problems to compute physically relevant eigenvalues within a chosen contour. Eigenvalue information is explored by contour integration incorporating different weight functions. The gathered information is processed by solving a nonlinear system of equations of small dimension prioritizing eigenvalues with high physical impact. No auxiliary functions have to be introduced since linearization is not used. The numerical implementation is straightforward as the evaluation of the integrand can be regarded as a blackbox. We apply the method to a quantum mechanical problem and to two nanophotonic systems.