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

DOI10.1007/S13160-016-0224-XMaRDI QIDQ2396917zbMATH OpenOpenAlexFDO

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)

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

zbMATH Keywords

block SS-Arnoldiblock SS-Beynblock SS-Hankelblock SS-Raleigh-Ritzcontour integration methoderror boundsgeneralized matrix eigenvalue probleminterior eigenvalue problemnumerical examplesprojection methodsurvey

Mathematics Subject Classification ID

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

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.

Review text

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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Cites work

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Cited in

(21)

• A projection method for generalized eigenvalue problems using numerical integration.
• Convergence of integration-based methods for the solution of standard and generalized Hermitian eigenvalue problems
• A contour-integral based method for counting the eigenvalues inside a region
• Verified partial eigenvalue computations using contour integrals for Hermitian generalized eigenproblems
• A contour-integral based method with Schur-Rayleigh-Ritz procedure for generalized eigenvalue problems
• A block Arnoldi-type contour integral spectral projection method for solving generalized eigenvalue problems
• Block Krylov-type complex moment-based eigensolvers for solving generalized eigenvalue problems
• CIRR: a Rayleigh-Ritz method with contour integral for generalized eigenvalue problems
• Complex moment-based methods for differential eigenvalue problems
• Projection method for eigenvalue problems of linear nonsquare matrix pencils
• Spectral discretization errors in filtered subspace iteration
• Flexible subspace iteration with moments for an effective contour integration‐based eigensolver
• Error bounds of Rayleigh-Ritz type contour integral-based eigensolver for solving generalized eigenvalue problems
• Contour Integral Methods for Nonlinear Eigenvalue Problems: A Systems Theoretic Approach
• Contour Integration for Eigenvector Nonlinearities
• A FEAST SVDsolver based on Chebyshev-Jackson series for computing partial singular triplets of large matrices
• Verified eigenvalue and eigenvector computations using complex moments and the Rayleigh-Ritz procedure for generalized Hermitian eigenvalue problems
• Complex moment-based eigensolver coupled with two Krylov subspaces
• A numerical method for polynomial eigenvalue problems using contour integral
• A CJ-FEAST GSVDsolver for computing a partial gsvd of a large matrix pair with the generalized singular values in a given interval
• A Contour Method for Multiparameter Eigenvalue Problems

Describes a project that uses

Uses Software

• FEAST
• CIRR

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