Computing Eigenvalues of Real Symmetric Matrices with Rational Filters in Real Arithmetic

DOI10.1137/140984129zbMath1328.15016OpenAlexW1562803290MaRDI QIDQ5254806

Anthony P. Austin, Lloyd N. Threfethen

Publication date: 10 June 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/79a06d5d9691cd79b135e7b578ae7a9d1d1a72be

zbMATH Keywords

eigenvaluesrational interpolationspectral projectioncontour integralrational filterreal symmetric matrixRayleigh-RitzfeastSakurai-Sugiura

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Approximation by rational functions (41A20)

Related Items (21)

Solving large‐scale nonlinear eigenvalue problems by rational interpolation and resolvent sampling based Rayleigh–Ritz method ⋮ Beyond Automated Multilevel Substructuring: Domain Decomposition with Rational Filtering ⋮ Stable polefinding and rational least-squares fitting via eigenvalues ⋮ 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 ⋮ Nonlinear eigenvalue problems and contour integrals ⋮ Fast Randomized Non-Hermitian Eigensolvers Based on Rational Filtering and Matrix Partitioning ⋮ Conversions between barycentric, RKFUN, and Newton representations of rational interpolants ⋮ A robust randomized indicator method for accurate symmetric eigenvalue detection ⋮ A rational filtering algorithm for sequences of shifted symmetric linear systems with applications to frequency response analysis ⋮ Projection Method for Eigenvalue Problems of Linear Nonsquare Matrix Pencils ⋮ Computing Partial Spectra with Least-Squares Rational Filters ⋮ Feast Eigensolver for Non-Hermitian Problems ⋮ Spectral discretization errors in filtered subspace iteration ⋮ Filters consist of a few resolvents to solve real symmetric definite generalized eigenproblems ⋮ A harmonic FEAST algorithm for non-Hermitian 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 ⋮ Twice Is Enough for Dangerous Eigenvalues ⋮ An algorithm for identifying eigenvectors exhibiting strong spatial localization

Uses Software

• FEAST
• ARPACK
• SparseMatrix
• Chebfun
• CIRR

Cites Work

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