Relationships among contour integral-based methods for solving generalized eigenvalue problems (Q2396917)
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| English | 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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0.8615521192550659
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0.8161207437515259
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0.8078535795211792
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0.8016693592071533
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0.7986032962799072
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