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Numerical methods and programming, 2014, Volume 15, Issue 1, Pages 121–129
(Mi vmp236)
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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
Citation:
K. V. Demyanko, Yu. M. Nechepurenko, “Bi-Newton's method for computing spectral projectors”, Num. Meth. Prog., 15:1 (2014), 121–129
Linking options:
https://www.mathnet.ru/eng/vmp236 https://www.mathnet.ru/eng/vmp/v15/i1/p121
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