Bi-Newton’s method for computing spectral projectors

Authors

  • K.V. Demyanko
  • Yu.M. Nechepurenko

Keywords:

Newton’s method
inverse iterations
tuning
invariant subspace
spectral projector

Abstract

An efficient Newton-like method for computing the spectral projector associated with a separated group of eigenvalues near a specified shift of a large sparse matrix is proposed and justified. A number of numerical experiments with a discrete analogue of the non-Hermitian elliptic operator are discussed.

New computational technologies

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Published

2014-03-06

Issue

Vol. 15 (2014): Issue 1.

Section

Section 1. Numerical methods and applications

Author Biographies

K.V. Demyanko

Moscow Institute of Physics and Technology
• PhD Student

Yu.M. Nechepurenko

Institute of Numerical Mathematics of RAS (INM RAS)
• Leading Researcher

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