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
中科院分区:
文献类型:
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作者:
A. Imakura;Lei Du;T. Sakurai
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.