Error bounds of Rayleigh-Ritz type contour integral-based eigensolver for solving generalized eigenvalue problems

发布时间： 2019-03-09 点击次数：

• 论文类型：期刊论文
• 发表刊物：NUMERICAL ALGORITHMS
• 收录刊物：SCIE
• 卷号：71
• 期号：1
• 页面范围：103-120
• ISSN号：1017-1398
• 关键字：Error bounds; Contour integral-based eigensolver; Rayleigh-Ritz procedure; Generalized eigenvalue problem
• 摘要：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.
• 发表时间：2016-01-01