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论文类型： 期刊论文

发表时间： 2016-01-01

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.