Accurate inverses for computing eigenvalues of extremely ill-conditioned matrices and differential operators
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accuracybiharmonic operatordifferential eigenvalue problemeigenvaluefinite difference discretizationill-conditioned matrixLanczos methodnumerical examples
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35) Finite difference methods for boundary value problems involving PDEs (65N06) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25)
Abstract: This paper is concerned with computations of a few smaller eigenvalues (in absolute value) of a large extremely ill-conditioned matrix. It is shown that smaller eigenvalues can be accurately computed for a diagonally dominant matrix or a product of diagonally dominant matrices by combining a standard iterative method with the accurate inversion algorithms that have been developed for such matrices. Applications to the finite difference discretization of differential operators are discussed. In particular, a new discretization is derived for the 1-dimensional biharmonic operator that can be written as a product of diagonally dominant matrices. Numerical examples are presented to demonstrate the accuracy achieved by the new algorithms.
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