Error bounds of Rayleigh-Ritz type contour integral-based eigensolver for solving generalized eigenvalue problems

DOI10.1007/S11075-015-9987-4zbMath1333.65039OpenAlexW2071359007MaRDI QIDQ5962637

Lei Du, Tetsuya Sakurai, Akira Imakura

Publication date: 15 February 2016

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-015-9987-4

zbMATH Keywords

error boundsgeneralized eigenvalue problemRayleigh-Ritz procedurecontour integral-based eigensolver

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (13)

Block Krylov-type complex moment-based eigensolvers for solving generalized eigenvalue problems ⋮ Linear response eigenvalue problem solved by extended locally optimal preconditioned conjugate gradient methods ⋮ Relationships among contour integral-based methods for solving generalized eigenvalue problems ⋮ Complex moment-based methods for differential eigenvalue problems ⋮ On the non-Hermitian FEAST algorithms with oblique projection for eigenvalue problems ⋮ Complex moment-based eigensolver coupled with two Krylov subspaces ⋮ On Chebyshev-Davidson method for symmetric generalized eigenvalue problems ⋮ An efficient contour integral based eigensolver for 3D dispersive photonic crystal ⋮ Computing Partial Spectra with Least-Squares Rational Filters ⋮ Performance evaluation of the Sakurai-Sugiura method with a block Krylov subspace linear solver for large dense Hermitian-definite generalized eigenvalue problems ⋮ Recovering from accuracy deterioration in the contour integral-based eigensolver ⋮ A contour-integral based method with Schur-Rayleigh-Ritz procedure for generalized eigenvalue problems ⋮ Rational Spectral Filters with Optimal Convergence Rate

Uses Software

• FEAST
• CIRR

Cites Work

• Unnamed Item
• An integral method for solving nonlinear eigenvalue problems
• A numerical method for polynomial eigenvalue problems using contour integral
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• A spectrum slicing method for the Kohn-Sham problem
• On locating clusters of zeros of analytic functions
• A block Arnoldi-type contour integral spectral projection method for solving generalized eigenvalue problems
• CIRR: a Rayleigh-Ritz method with contour integral for generalized eigenvalue problems
• A filter diagonalization for generalized eigenvalue problems based on the Sakurai-Sugiura projection method
• A numerical method for nonlinear eigenvalue problems using contour integrals
• FEAST As A Subspace Iteration Eigensolver Accelerated By Approximate Spectral Projection
• Numerical Methods for Large Eigenvalue Problems
• A projection method for nonlinear eigenvalue problems using contour integrals

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