Recursive Integral Method with Cayley Transformation

DOI10.1002/NLA.2199arXiv1705.01646WikidataQ129564038 ScholiaQ129564038MaRDI QIDQ6286271FDOQ6286271

Ruihao Huang, Chao Yang, Jiguang Sun

Publication date: 3 May 2017

Abstract: Recently, a non-classical eigenvalue solver, called RIM, was proposed to compute (all) eigenvalues in a region on the complex plane. Without solving any eigenvalue problem, it tests if a region contains eigenvalues using an approximate spectral projection. Regions that contain eigenvalues are subdivided and tested recursively until eigenvalues are isolated with a specified precision. This makes RIM an eigensolver distinct from all existing methods. Furthermore, it requires no a priori spectral information. In this paper, we propose an improved version of {�f RIM} for non-Hermitian eigenvalue problems. Using Cayley transformation and Arnoldi's method, the computation cost is reduced significantly. Effectiveness and efficiency of the new method are demonstrated by numerical examples and compared with 'eigs' in Matlab.

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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