Geodesic
A rational Krylov algorithm for nonlinear matrix eigenvalue problems
Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part XIV, Tome 268 (2000), pp. 176-180

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It is shown how the rational Krylov algorithm can be applied to a matrix eigenvalue problem that is nonlinear in the eigenvalue parameter. 
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     author = {A. Ruhe},
     title = {A rational {Krylov} algorithm for nonlinear matrix eigenvalue problems},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {176--180},
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     volume = {268},
     year = {2000},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2000_268_a10/}
}
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A. Ruhe. A rational Krylov algorithm for nonlinear matrix eigenvalue problems. Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part XIV, Tome 268 (2000), pp. 176-180. http://geodesic.mathdoc.fr/item/ZNSL_2000_268_a10/