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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.

Received:
01.06.07
Published:
01.06.07
MSC Codes:
34L16
Keywords:
eigenvalues, projection, Dunford Cauchy

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Preprint
2007 Repository Open Access
Wendy Kress

Numerical computation of inner eigenvalues using the Dunford Cauchy integral