Efficient estimation of eigenvalue counts in an interval

DOI10.1002/nla.2048zbMath1413.65092arXiv1308.4275MaRDI QIDQ2955976

No author found.

Publication date: 13 January 2017

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.4275

zbMATH Keywords

Chebyshev polynomials; FEAST; eigenproblem resolvent; eigenvalue count; stochastic trace estimate; subspace projector

Mathematics Subject Classification ID

65F50: Computational methods for sparse matrices

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

15B57: Hermitian, skew-Hermitian, and related matrices

Uses Software

• Matlab
• MatrixMarket
• FEAST
• SparseMatrix
• symrcm
• CSparse