Delve into the future of research at MiS with our preprint repository. Our scientists are making groundbreaking discoveries and sharing their latest findings before they are published. Explore repository to stay up-to-date on the newest developments and breakthroughs.
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.