2016
DOI: 10.1007/s13160-016-0224-x
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Relationships among contour integral-based methods for solving generalized eigenvalue problems

Abstract: Recently, contour integral-based methods have been actively studied for solving interior eigenvalue problems that find all eigenvalues located in a certain region and their corresponding eigenvectors. In this paper, we reconsider the algorithms of the five typical contour integral-based eigensolvers from the viewpoint of projection methods, and then map the relationships among these methods. From the analysis, we conclude that all contour integral-based eigensolvers can be regarded as projection methods and ca… Show more

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Cited by 29 publications
(29 citation statements)
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“…Clearly, C N can be bounded independently of h, since }pz´S h N q´1} V Ñ }pz´S N q´1} V . Thus, by virtue of (16), δ h Ñ 0 as h Ñ 0. In particular, for sufficiently small h, we have δ h ă 1.…”
Section: Discretization Errors In Eigenspacementioning
confidence: 97%
See 1 more Smart Citation
“…Clearly, C N can be bounded independently of h, since }pz´S h N q´1} V Ñ }pz´S N q´1} V . Thus, by virtue of (16), δ h Ñ 0 as h Ñ 0. In particular, for sufficiently small h, we have δ h ă 1.…”
Section: Discretization Errors In Eigenspacementioning
confidence: 97%
“…Following [2], we identify two different classes of methods in the existing literature that use contour integrals for computation of a targeted cluster of matrix eigenvalues. One class of methods, that often goes by the name SSM [24] (see also [4,16]), approximates Λ by the eigenvalues of a system of moment matrices based on contour integrals. The moment matrices are obtained by approximating the integrals by a quadrature, and the spectral approximation error depends on the accuracy of the quadrature.…”
Section: Introductionmentioning
confidence: 99%
“…Today, there are several complex moment-based eigensolvers including direct extensions of the Sakurai-Sugiura's approach [16][17][18][19]21] and FEAST eigensolver [38] and its variants [44,53,54]. For details, we refer [20] and reference therein. e Sakurai-Sugiura methods have been developed to nonlinear eigenvalue problems, unlike the FEAST eigensolver.…”
Section: Sakurai-sugiura Methodsmentioning
confidence: 99%
“…In this study, we develop a verification method for partial eigenvalues using the block Hankeltype Sakurai-Sugiura method [7], which receives attentions in recent years by virtue of the scalability in parallel and versatility [8]. We shed light on a new perspective of this method.…”
Section: Introductionmentioning
confidence: 99%