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Numerical computation of inner eigenvalues using the Dunford Cauchy integral
Wendy KressAbstract
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
- Received:
- 01.06.07
- Published:
- 01.06.07
- MSC Codes:
- 34L16
- Keywords:
- eigenvalues, projection, Dunford Cauchy