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MiS Preprint
52/2007
Numerical computation of inner eigenvalues using the Dunford Cauchy integral
Wendy Kress
Abstract
When computing the eigenvalues of a matrix using iterative Krylov subspace methods, convergence is usually best for the extreme eigenvalues. We present a projection technique that enables us to efficiently compute the eigenvalues that lie in a specified interval in the interior of the spectrum. To obtain such a projection, the Dunford Cauchy integral is used. The technique requires fast inversion algorithms which are available for some classes of matrices like $\mathcal{H}$-matrices.
