Relationships among contour integral-based methods for solving generalized eigenvalue problems (Q2396917)

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Relationships among contour integral-based methods for solving generalized eigenvalue problems
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    Relationships among contour integral-based methods for solving generalized eigenvalue problems (English)
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    29 May 2017
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    Several contour integration methods for solving generalized matrix eigenproblems in a subregion of \(C\) are explained, compared and interpreted as projection methods. Various error bounds for the diagonalizable and non-diagonalizable case are given for all methods and numerical tests for the block SS-Hankel, block SS-Raleigh-Ritz, the block SS-Arnoldi, and the block SS-Beyn methods are developed and included in this expanded survey paper.
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    generalized matrix eigenvalue problem
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    contour integration method
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    interior eigenvalue problem
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    projection method
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    survey
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    numerical examples
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    error bounds
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    block SS-Hankel
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    block SS-Raleigh-Ritz
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    block SS-Arnoldi
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    block SS-Beyn
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