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MiS Preprint
55/2007

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

Wolfgang Hackbusch and Wendy Kress

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 $\mathcal{H}$-matrices, can be computed in almost linear complexity.

Received:
Jun 8, 2007
Published:
Jun 8, 2007
Keywords:
eigenvalue computation

Related publications

inJournal
2007 Repository Open Access
Wolfgang Hackbusch and Wendy Kress

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

In: Computing, 81 (2007) 4, pp. 259-268