A filter diagonalization for generalized eigenvalue problems based on the Sakurai-Sugiura projection method

نویسندگان

  • Tsutomu Ikegami
  • Tetsuya Sakurai
  • Umpei Nagashima
چکیده

The Sakurai-Sugiura projection method, which solves a generalized eigenvalue problem to find certain eigenvalues in a given domain, was reformulated by using the resolvent theory. A new interpretation based on the filter diagonalization was given, and the corresponding filter function was derived explicitly. The block version of the method was also proposed, which enabled to resolve degenerated eigenvalues. Two numerical examples were provided to illustrate the method.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A projection method for generalized eigenvalue problems

In this paper, we propose a method for finding certain eigenvalues of a generalized eigenvalue problem that lie in a given domain of the complex plane. The proposed method projects the matrix pencil onto a subspace associated with the eigenvalues that are located in the domain via numerical integration. The projection produces a small pencil with Hankel matrices.

متن کامل

Improving the numerical stability of the Sakurai-Sugiura method for quadratic eigenvalue problems

The Sakurai-Sugiura method with Rayleigh-Ritz projection (SS-RR method) finds the eigenvalues in a certain domain of the complex plane of large quadratic eigenvalue problems (QEPs). The SS-RR method can suffer from numerical instability when the coefficient matrices of the projected QEP vary widely in norm. To improve the numerical stability of the SS-RR method, we combine it with a numerically...

متن کامل

Novel interpretation of contour integral spectral projection methods for solving generalized eigenvalue problems

For generalized eigenvalue problems, we consider computing all eigenvalues located in a certain region and their corresponding eigenvectors. Recently, contour integral spectral projection methods have been proposed for such problems. In this study, from an analysis of the relationship between the contour integral spectral projection and the Krylov subspace, we provide a novel interpretation of ...

متن کامل

A FEAST algorithm with oblique projection for generalized eigenvalue problems

The contour-integral based eigensolvers are the recent efforts for computing the eigenvalues inside a given region in the complex plane. The best-known members are the Sakurai-Sugiura (SS) method, its stable version CIRR, and the FEAST algorithm. An attractive computational advantage of these methods is that they are easily parallelizable. The FEAST algorithm was developed for the generalized H...

متن کامل

An error analysis of two related quadrature methods for computing zeros of analytic functions, Part II

We consider the quadrature method developed by Kravanja, Sakurai and Van Barel (BIT 39 (1999), no. 4, 646–682) for computing all the zeros of an analytic function that lie inside the unit circle. A new perturbation result for generalized eigenvalue problems allows us to obtain a detailed upper bound for the error between the zeros and their approximations. To the best of our knowledge, it is th...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • J. Computational Applied Mathematics

دوره 233  شماره 

صفحات  -

تاریخ انتشار 2010