Inverse subspace bi-iteration and bi-Newton methods for computing spectral projectors

Inverse subspace bi-iteration and bi-Newton methods for computing spectral projectors

Efficient inverse subspace bi-iteration and bi-Newton methods for computing the spectral projector associated with a group of eigenvalues near a specified shift of a large sparse matrix is proposed and justified. Numerical experiments with a discrete analogue of a non-Hermitian elliptic operator are...

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Veröffentlicht in:Computers & mathematics with applications (1987) 2015-04, Vol.69 (7), p.592-600
Hauptverfasser: Demyanko, Kirill V., Nechepurenko, Yuri M., Sadkane, Miloud
Format: Artikel
Sprache:eng
Schlagworte:
Computation
Eigenvalues
Invariant subspace
Inverse
Inverse subspace iteration
Mathematical models
Newton method
Operators (mathematics)
Projectors
Spectra
Spectral projector
Subspaces
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Zusammenfassung:Efficient inverse subspace bi-iteration and bi-Newton methods for computing the spectral projector associated with a group of eigenvalues near a specified shift of a large sparse matrix is proposed and justified. Numerical experiments with a discrete analogue of a non-Hermitian elliptic operator are discussed to illustrate the theory.
ISSN:0898-1221
1873-7668
DOI:10.1016/j.camwa.2015.02.002