A contour-integral based method with Schur-Rayleigh-Ritz procedure for generalized eigenvalue problems (Q2333695)

The author presents a contour-integral method related to the Schur-Rayleigh-Ritz procedure for computing eigenpairs inside a given region. The goal is to make the CIRR method also applicable for non-Hermitian problems. The proposed method, called CISRR, is based on the CIRR method. The main difference between both methods is the way of extracting the desired eigenpairs. The CIRR method extracts them from the subspace spanned by the corresponding eigenbasis, the new method from the subspace spanned by the corresponding right generalized Schur vectors. The extraction approach can circumvent the difficulties related to ill-conditioning or deficiency of the eigenbasis. The numerical experiments show that the new method is more reliable and accurate than the CIRR method. In the present work, some implementation issues arising in practical applications are also studied. The new method performs better if the parameter \(\sigma\) is chosen as a value inside the target region. In this case, the extraction approach becomes the harmonic Schur-Rayleigh-Ritz procedure. It is easy to see that the new method can be used to retrieve the partial generalized Schur vectors.