Indexed by:Journal Papers

Date of Publication:2016-01-01

Journal:NUMERICAL ALGORITHMS

Included Journals:SCIE

Volume:71

Issue:1

Page Number:103-120

ISSN:1017-1398

Key Words:Error bounds; Contour integral-based eigensolver; Rayleigh-Ritz procedure; Generalized eigenvalue problem

Abstract:We investigate contour integral-based eigensolvers for computing all eigenvalues located in a certain region and their corresponding eigenvectors. In this paper, we focus on a Rayleigh-Ritz type method and analyze its error bounds. From the results of our analysis, we conclude that the Rayleigh-Ritz type contour integral-based eigensolver with sufficient subspace size can achieve high accuracy for target eigenpairs even if some eigenvalues exist outside but near the region.