Lukas Krämer,
Bruno Lang
S. 183 - 201
doi:
10.1553/etna_vol48s183
Verlag der Österreichischen Akademie der Wissenschaften
doi:
10.1553/etna_vol48s183
Abstract:
Recently, methods based on spectral projection and numerical integration have been proposed in the literature as candidates for reliable high-performance eigenvalue solvers. The key ingredients of this type of eigenvalue solver are a Rayleigh-Ritz process and a routine to compute an approximation to the desired eigenspace. The latter computation can be performed by numerical integration of the resolvent. In this article we investigate the progress of the Rayleigh-Ritz process and the achievable quality of the computed eigenpairs for the case that an upper bound for the normwise difference between the currently used subspace and the desired eigenspace is available. Then, such bounds are derived for the Gauß-Legendre rule and the trapezoidal rule.
eigenvalue solver, FEAST, spectral projection method, Rayleigh-Ritz, Gauß-Legendre rule, trapezoidal rule
Published Online:
2018/06/13 14:52:33
Document Date:
2018/06/13 14:38:00
Object Identifier:
0xc1aa5576 0x00390450
Rights:All rights reserved.For questions regarding copyright and copies please contact us by email.
Electronic Transactions on Numerical Analysis (ETNA) is an electronic journal for the publication of significant new developments in numerical analysis and scientific computing. Papers of the highest quality that deal with the analysis of algorithms for the solution of continuous models and numerical linear algebra are appropriate for ETNA, as are papers of similar quality that discuss implementation and performance of such algorithms. New algorithms for current or new computer architectures are appropriate provided that they are numerically sound. However, the focus of the publication should be on the algorithm rather than on the architecture. The journal is published by the Kent State University Library in conjunction with the Institute of Computational Mathematics at Kent State University, and in cooperation with the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences (RICAM). Reviews of all ETNA papers appear in Mathematical Reviews and Zentralblatt für Mathematik. Reference information for ETNA papers also appears in the expanded Science Citation Index. ETNA is registered with the Library of Congress and has ISSN 1068-9613.
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