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ETNA - Electronic Transactions on Numerical Analysis
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Verlag der Österreichischen Akademie der Wissenschaften Austrian Academy of Sciences Press
A-1011 Wien, Dr. Ignaz Seipel-Platz 2
Tel. +43-1-515 81/DW 3420, Fax +43-1-515 81/DW 3400 https://verlag.oeaw.ac.at, e-mail: verlag@oeaw.ac.at |
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DATUM, UNTERSCHRIFT / DATE, SIGNATURE
BANK AUSTRIA CREDITANSTALT, WIEN (IBAN AT04 1100 0006 2280 0100, BIC BKAUATWW), DEUTSCHE BANK MÜNCHEN (IBAN DE16 7007 0024 0238 8270 00, BIC DEUTDEDBMUC)
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ETNA - Electronic Transactions on Numerical Analysis, pp. 132-153, 2020/02/10
This paper proposes a numerical algorithm based on spectral Schur complements to compute a few eigenvalues and the associated eigenvectors of symmetric matrix pencils. The proposed scheme follows an algebraic domain decomposition viewpoint and transforms the generalized eigenvalue problem into one of computing roots of scalar functions. These scalar functions are defined so that their roots are equal to the eigenvalues of the original pencil, and these roots are computed by Newton's method. We describe the theoretical aspects of the proposed scheme and demonstrate its performance on a few test problems.
Keywords: spectral Schur complements, domain decomposition, symmetric generalized eigenvalue problem, Newton's method