A projection method for the computation of inner eigenvalues using high degree rational operators

Wolfgang Hackbusch and Wendy Kress

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Submission date: 08. Jun. 2007
Pages: 10
published in: Computing, 81 (2007) 4, p. 259-268 
DOI number (of the published article): 10.1007/s00607-007-0253-z
Bibtex
Keywords and phrases: eigenvalue computation
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Abstract:
To efficiently calculate only part of the spectrum of a matrix, one can use a projection onto a suitable subspace. In this work, we present a technique to efficiently calculate such a projection without knowledge of the spectrum. The technique requires only few matrix-matrix products and inversions, which for some classes of matrices, like the -matrices, can be computed in almost linear complexity.