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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.