Recovering from accuracy deterioration in the contour integral-based eigensolver

• Hasegawa Tetsuya

  Department of Computer Science

• Imakura Akira

  Department of Computer Science

• Sakurai Tetsuya

  Department of Computer Science CREST

Abstract

We consider a contour integral-based eigensolver that finds eigenvalues in a given domain and the corresponding eigenvectors of the generalized eigenvalue problem. In the contour integral-based eigensolver, quadrature points are placed in the complex plane in order to approximate the contour integral. When eigenvalues exist near a quadrature point, the accuracy of other eigenvalues is deteriorated. We herein propose a method by which to recover the accuracy of the eigenpairs when eigenvalues exist near a quadrature point. A numerical experiment is conducted in order to verify that the proposed method is efficient.

Journal

• JSIAM Letters

  JSIAM Letters 8 (0), 1-4, 2016

  The Japan Society for Industrial and Applied Mathematics

Keywords

• generalized eigenvalue problem
• contour integral
• accuracy improvement

Details

• CRID: 1390282680278544640
• NII Article ID: 130005125234
• DOI: 10.14495/jsiaml.8.1
• ISSN: 18830617
• ISSN: 18830609
• Web Site: https://www.jstage.jst.go.jp/article/jsiaml/8/0/8_1/_pdf
• Text Lang: en
• Data Source:
  • JaLC
  • Crossref
  • CiNii Articles
  • KAKEN
• Abstract License Flag: Disallowed