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Numerical methods and programming, 2014, Volume 15, Issue 1, Pages 121–129 (Mi vmp236)  

Bi-Newton's method for computing spectral projectors

K. V. Demyankoa, Yu. M. Nechepurenkob

a Moscow Institute of Physics and Technology
b Institute of Numerical Mathematics, Russian Academy of Sciences, Moscow
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.
Keywords: Newton's method, inverse iterations, tuning, invariant subspace, spectral projector.
Received: 04.02.2014
Document Type: Article
UDC: 519.614.2
Language: Russian
Citation: K. V. Demyanko, Yu. M. Nechepurenko, “Bi-Newton's method for computing spectral projectors”, Num. Meth. Prog., 15:1 (2014), 121–129
Citation in format AMSBIB
\Bibitem{DemNec14}
\by K.~V.~Demyanko, Yu.~M.~Nechepurenko
\paper Bi-Newton's method for computing spectral projectors
\jour Num. Meth. Prog.
\yr 2014
\vol 15
\issue 1
\pages 121--129
\mathnet{http://mi.mathnet.ru/vmp236}
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