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Error bounds of Rayleigh–Ritz type contour integral-based eigensolver for solving generalized eigenvalue problems
Authors:Akira Imakura  Lei Du  Tetsuya Sakurai
Institution:1. Graduate School of Systems and Information Engineering, University of Tsukuba, 1-1-1 Tennodai, Tsukuba, Ibaraki, 305-8573, Japan
2. School of Mathematics Sciences, Dalian University of Technology, Dalian, 11024, China
Abstract:We investigate contour integral-based eigensolvers for computing all eigenvalues located in a certain region and their corresponding eigenvectors. In this paper, we focus on a Rayleigh–Ritz type method and analyze its error bounds. From the results of our analysis, we conclude that the Rayleigh–Ritz type contour integral-based eigensolver with sufficient subspace size can achieve high accuracy for target eigenpairs even if some eigenvalues exist outside but near the region.
Keywords:
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