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

DOI10.1007/S13160-016-0224-XzbMATH Open1375.65058arXiv1510.02572OpenAlexW2556757679MaRDI QIDQ2396917FDOQ2396917

Authors: Akira Imakura, Lei Du, Tetsuya Sakurai 

Publication date: 29 May 2017

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Abstract: Recently, contour integral-based methods have been actively studied for solving interior eigenvalue problems that find all eigenvalues located in a certain region and their corresponding eigenvectors. In this paper, we reconsider the algorithms of the five typical contour integral-based eigensolvers from the viewpoint of projection methods, and then map the relationships among these methods. From the analysis, we conclude that all contour integral-based eigensolvers can be regarded as projection methods and can be categorized based on their subspace used, the type of projection and the problem to which they are applied implicitly.

Full work available at URL: https://arxiv.org/abs/1510.02572

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zbMATH Keywords

surveyerror boundsnumerical examplesprojection methodinterior eigenvalue problemgeneralized matrix eigenvalue problemcontour integration methodblock SS-Arnoldiblock SS-Beynblock SS-Hankelblock SS-Raleigh-Ritz

Mathematics Subject Classification ID

General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20)

Cites Work

• FEAST as a subspace iteration eigensolver accelerated by approximate spectral projection
• CIRR: a Rayleigh-Ritz method with contour integral for generalized eigenvalue problems
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• A numerical method for polynomial eigenvalue problems using contour integral
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• A spectrum slicing method for the Kohn-Sham problem
• Zolotarev Quadrature Rules and Load Balancing for the FEAST Eigensolver
• Nonlinear eigenvalue problems and contour integrals
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• A block Arnoldi-type contour integral spectral projection method for solving generalized eigenvalue problems

Cited In (12)

• Block Krylov-type complex moment-based eigensolvers for solving generalized eigenvalue problems
• CIRR: a Rayleigh-Ritz method with contour integral for generalized eigenvalue problems
• Projection Method for Eigenvalue Problems of Linear Nonsquare Matrix Pencils
• Contour Integral Methods for Nonlinear Eigenvalue Problems: A Systems Theoretic Approach
• Spectral discretization errors in filtered subspace iteration
• A numerical method for polynomial eigenvalue problems using contour integral
• Complex moment-based eigensolver coupled with two Krylov subspaces
• Verified eigenvalue and eigenvector computations using complex moments and the Rayleigh-Ritz procedure for generalized Hermitian eigenvalue problems
• A projection method for generalized eigenvalue problems using numerical integration.
• A FEAST SVDsolver based on Chebyshev-Jackson series for computing partial singular triplets of large matrices
• Complex moment-based methods for differential eigenvalue problems
• Verified partial eigenvalue computations using contour integrals for Hermitian generalized eigenproblems

Uses Software

• FEAST
• CIRR

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