Error bounds of Rayleigh–Ritz type contour integral-based eigensolver for solving generalized eigenvalue problems

Error bounds of Rayleigh–Ritz type contour integral-based eigensolver for solving generalized eigenvalue problems
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DOI:
10.1007/s11075-015-9987-4
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发表时间:
2015
影响因子:
2.1
通讯作者:
A. Imakura;Lei Du;T. Sakurai
A. Imakura;Lei Du;T. Sakurai
中科院分区:
数学3区
文献类型:
--
作者:
A. Imakura;Lei Du;T. Sakurai

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我们研究基于轮廓积分的特征值求解器,用于计算位于某个区域的所有特征值及其相应的特征向量。在本文中,我们专注于Rayleigh-Ritz型方法,并分析其误差界。从我们的分析结果,我们得出结论,瑞利-里兹型轮廓积分为基础的特征值求解器具有足够的子空间大小可以实现高精度的目标特征对,即使一些特征值存在的区域外,但附近。
We investigate contour integral-based eigensolvers for computing all eigenvalues located in a certain region and their corresponding eigenvectors. In this paper, we focus on a Rayleigh–Ritz type method and analyze its error bounds. From the results of our analysis, we conclude that the Rayleigh–Ritz type contour integral-based eigensolver with sufficient subspace size can achieve high accuracy for target eigenpairs even if some eigenvalues exist outside but near the region.